Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: variance
Namespace: http://www.fpml.org/2007/FpML-4-4
Type: fpml:DeprecatedVariance
Containing Schema: fpml-eq-shared-4-4.xsd
MinOccurs (1)
MaxOccurs (1)
Abstract
Documentation:
DEPRECATED This element will be removed in the next FpML major version. Return Swap model should not be used for Variance Swaps, use the Variance Swap Product. Specifies Variance for Variance Leg.
Collapse XSD Schema Diagram:
Drilldown into vegaNotionalAmount in schema fpml-eq-shared-4-4_xsd Drilldown into exchangeTradedContractNearest in schema fpml-eq-shared-4-4_xsd Drilldown into unadjustedVarianceCap in schema fpml-eq-shared-4-4_xsd Drilldown into varianceCap in schema fpml-eq-shared-4-4_xsd Drilldown into expectedN in schema fpml-eq-shared-4-4_xsd Drilldown into varianceStrikePrice in schema fpml-eq-shared-4-4_xsd Drilldown into volatilityStrikePrice in schema fpml-eq-shared-4-4_xsd Drilldown into varianceAmount in schema fpml-eq-shared-4-4_xsd Drilldown into closingLevel in schema fpml-eq-shared-4-4_xsd Drilldown into initialLevel in schema fpml-eq-shared-4-4_xsd Drilldown into DeprecatedVariance in schema fpml-eq-shared-4-4_xsdXSD Diagram of variance in schema fpml-eq-shared-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="variance" type="DeprecatedVariance" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Return Swap model should not be used for Variance Swaps, use the Variance Swap Product" xmlns:fpml-annotation="http://www.fpml.org/annotation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">DEPRECATED This element will be removed in the next FpML major version. Return Swap model should not be used for Variance Swaps, use the Variance Swap Product. Specifies Variance for Variance Leg.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
initialLevel fpml:initialLevel (1) (1)
closingLevel fpml:closingLevel (1) (1)
varianceAmount fpml:varianceAmount (1) (1)
volatilityStrikePrice fpml:volatilityStrikePrice (1) (1)
varianceStrikePrice fpml:varianceStrikePrice (1) (1)
expectedN fpml:expectedN 0 (1)
varianceCap fpml:varianceCap 0 (1)
unadjustedVarianceCap fpml:unadjustedVarianceCap 0 (1)
exchangeTradedContractNearest fpml:exchangeTradedContractNearest 0 (1)
vegaNotionalAmount fpml:vegaNotionalAmount 0 (1)
Collapse Derivation Tree:
Documentation for Financial products Markup Language (FpML®)

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