Documentation for Financial products Markup Language (FpML®)
Definition Type: SimpleType
Name: RealisedVarianceMethodEnum
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-enum-4-4.xsd
Documentation:
The contract specifies whether which price must satisfy the boundary condition.
Collapse XSD Schema Diagram:
XSD Diagram of RealisedVarianceMethodEnum in schema fpml-enum-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:simpleType name="RealisedVarianceMethodEnum">
    <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">The contract specifies whether which price must satisfy the boundary condition.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
        <xsd:enumeration value="Previous">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">For a return on day T, the observed price on T-1 must be in range.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="Last">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">For a return on day T, the observed price on T must be in range.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="Both">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">For a return on day T, the observed prices on both T and T-1 must be in range</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
    </xsd:restriction>
</xsd:simpleType>
Collapse Facets:
Facet Value
Enumeration Previous
Enumeration Last
Enumeration Both
Collapse Derivation Tree:
Collapse References:
fpml:realisedVarianceMethod
Documentation for Financial products Markup Language (FpML®)

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