Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: VarianceLeg
Namespace: http://www.fpml.org/2005/FpML-4-2
Type: fpml:ReturnSwapLeg
Containing Schema: fpml-eq-shared-4-2.xsd
Abstract
Documentation:
A type describing the variance leg of the equity swap.
Collapse XSD Schema Diagram:
Drilldown into equityAmount in schema fpml-eq-shared-4-2_xsd Drilldown into equityValuation in schema fpml-eq-shared-4-2_xsd Drilldown into underlyer in schema fpml-eq-shared-4-2_xsd Drilldown into paymentFrequency in schema fpml-eq-shared-4-2_xsd Drilldown into receiverPartyReference in schema fpml-shared-4-2_xsd Drilldown into payerPartyReference in schema fpml-shared-4-2_xsd Drilldown into PayerReceiver.model in schema fpml-shared-4-2_xsd Drilldown into legIdentifier in schema fpml-eq-shared-4-2_xsd Drilldown into ReturnSwapLeg in schema fpml-eq-shared-4-2_xsdXSD Diagram of VarianceLeg in schema fpml-eq-shared-4-2_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="VarianceLeg">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type describing the variance leg of the equity swap.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="ReturnSwapLeg">
            <xsd:sequence>
                <xsd:element name="underlyer" type="Underlyer">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the underlying component of the variance swap, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="equityValuation" type="EquityValuation">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Equity Valuation</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="equityAmount" type="VarianceAmount">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates. Unless otherwise specified, this term has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
payerPartyReference fpml:payerPartyReference (1) (1)
receiverPartyReference fpml:receiverPartyReference (1) (1)
paymentFrequency fpml:paymentFrequency 0 (1)
underlyer fpml:underlyer (1) (1)
equityValuation fpml:equityValuation (1) (1)
equityAmount fpml:equityAmount (1) (1)
<xs:group> fpml:PayerReceiver.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
legIdentifier fpml:legIdentifier (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:varianceLeg
Documentation for Financial products Markup Language (FpML®)

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