Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: VarianceOptionTransactionSupplement
Namespace: http://www.fpml.org/2009/FpML-4-6
Type: fpml:OptionBase
Containing Schema: fpml-variance-swaps-4-6.xsd
Abstract
Collapse XSD Schema Diagram:
Drilldown into varianceSwapTransactionSupplement in schema fpml-variance-swaps-4-6_xsd Drilldown into multiplier in schema fpml-variance-swaps-4-6_xsd Drilldown into optionEntitlement in schema fpml-variance-swaps-4-6_xsd Drilldown into methodOfAdjustment in schema fpml-variance-swaps-4-6_xsd Drilldown into exchangeLookAlike in schema fpml-variance-swaps-4-6_xsd Drilldown into equityExercise in schema fpml-variance-swaps-4-6_xsd Drilldown into equityPremium in schema fpml-variance-swaps-4-6_xsd Drilldown into optionType in schema fpml-option-shared-4-6_xsd Drilldown into sellerPartyReference in schema fpml-shared-4-6_xsd Drilldown into buyerPartyReference in schema fpml-shared-4-6_xsd Drilldown into BuyerSeller.model in schema fpml-shared-4-6_xsd Drilldown into productId in schema fpml-shared-4-6_xsd Drilldown into productType in schema fpml-shared-4-6_xsd Drilldown into Product.model in schema fpml-shared-4-6_xsd Drilldown into id in schema fpml-shared-4-6_xsd Drilldown into Product in schema fpml-shared-4-6_xsd Drilldown into OptionBase in schema fpml-option-shared-4-6_xsdXSD Diagram of VarianceOptionTransactionSupplement in schema fpml-variance-swaps-4-6_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="VarianceOptionTransactionSupplement">
    <xsd:complexContent>
        <xsd:extension base="OptionBase">
            <xsd:sequence>
                <xsd:element name="equityPremium" type="EquityPremium">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The variance option premium payable by the buyer to the seller.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="equityExercise" type="EquityExerciseValuationSettlement">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="exchangeLookAlike" type="xsd:boolean" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the transaction. For an 'exchange look-alike' transaction the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="methodOfAdjustment" type="MethodOfAdjustmentEnum" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:choice minOccurs="0">
                    <xsd:element name="optionEntitlement" type="PositiveDecimal">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">The number of shares per option comprised in the option transaction supplement.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element name="multiplier" type="PositiveDecimal">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Specifies the contract multiplier that can be associated with an index option.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:choice>
                <xsd:element ref="varianceSwapTransactionSupplement">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The variance swap details.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
productType fpml:productType 0 unbounded
productId fpml:productId 0 unbounded
buyerPartyReference fpml:buyerPartyReference (1) (1)
sellerPartyReference fpml:sellerPartyReference (1) (1)
optionType fpml:optionType (1) (1)
equityPremium fpml:equityPremium (1) (1)
equityExercise fpml:equityExercise (1) (1)
exchangeLookAlike fpml:exchangeLookAlike 0 (1)
methodOfAdjustment fpml:methodOfAdjustment 0 (1)
optionEntitlement fpml:optionEntitlement (1) (1)
multiplier fpml:multiplier (1) (1)
varianceSwapTransactionSupplement fpml:varianceSwapTransactionSupplement (1) (1)
<xs:group> fpml:BuyerSeller.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:varianceOptionTransactionSupplement
Documentation for Financial products Markup Language (FpML®)

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