Definition Type: Element
Name: unadjustedVarianceCap
Namespace: http://www.fpml.org/2007/FpML-4-4
Type: fpml:PositiveDecimal
Containing Schema: fpml-eq-shared-4-4.xsd
MinOccurs 0
MaxOccurs (1)
Abstract
Documentation:
For use when varianceCap is applicable. Contains the scaling factor of the Variance Cap that can differ on a trade-by-trade basis in the European market. For example, a Variance Cap of 2.5^2 x Variance Strike Price has an unadjustedVarianceCap of 2.5.
Collapse XSD Schema Diagram:
XSD Diagram of unadjustedVarianceCap in schema fpml-eq-shared-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:element name="unadjustedVarianceCap" type="PositiveDecimal" minOccurs="0">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">For use when varianceCap is applicable. Contains the scaling factor of the Variance Cap that can differ on a trade-by-trade basis in the European market. For example, a Variance Cap of 2.5^2 x Variance Strike Price has an unadjustedVarianceCap of 2.5.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Derivation Tree: