Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: EquityVarianceAmount
Namespace: http://www.fpml.org/2004/FpML-4-1
Type: nsA:EquityAmount
Containing Schema: fpml-eqs-4-1.xsd
Abstract
Documentation:
Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates for Variance Swaps. Unless otherwise specified, this term has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.
Collapse XSD Schema Diagram:
Drilldown into observationStartDate in schema fpml-eqs-4-1_xsd Drilldown into cashSettlementPaymentDate in schema fpml-eqs-4-1_xsd Drilldown into additionalDividends in schema fpml-eqs-4-1_xsd Drilldown into optionsExchangeDividends in schema fpml-eqs-4-1_xsd Drilldown into cashSettlement in schema fpml-eqs-4-1_xsd Drilldown into calculationDates in schema fpml-eqs-4-1_xsd Drilldown into variance in schema fpml-eqs-4-1_xsd Drilldown into encodedDescription in schema fpml-eqs-4-1_xsd Drilldown into formula in schema fpml-eqs-4-1_xsd Drilldown into referenceAmount in schema fpml-eqs-4-1_xsd Drilldown into paymentCurrency in schema fpml-eqs-4-1_xsd Drilldown into LegAmount in schema fpml-eqs-4-1_xsd Drilldown into EquityAmount in schema fpml-eqs-4-1_xsdXSD Diagram of EquityVarianceAmount in schema fpml-eqs-4-1_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="EquityVarianceAmount">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates for Variance Swaps. Unless otherwise specified, this term has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="EquityAmount">
            <xsd:sequence>
                <xsd:element name="cashSettlementPaymentDate" type="AdjustableOrRelativeDate" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Typically specified as a number of days following the valuation date, such as one settlement cycle following the valuation date. Number of days can vary in the European market.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="observationStartDate" type="StartingDate" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The start of the period over which observations are made to determine the variance. Used when the date differs from the trade date such as for forward starting variance swaps.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
paymentCurrency nsA:paymentCurrency 0 (1)
referenceAmount nsA:referenceAmount (1) (1)
formula nsA:formula (1) (1)
encodedDescription nsA:encodedDescription (1) (1)
variance nsA:variance (1) (1)
calculationDates nsA:calculationDates 0 (1)
cashSettlement nsA:cashSettlement (1) (1)
optionsExchangeDividends nsA:optionsExchangeDividends 0 (1)
additionalDividends nsA:additionalDividends 0 (1)
cashSettlementPaymentDate nsA:cashSettlementPaymentDate 0 (1)
observationStartDate nsA:observationStartDate 0 (1)
Collapse Derivation Tree:
Collapse References:
nsA:equityAmount
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0