XML Schema Documentation

Element: varianceSwap

[Table of contents]

  • This element can be used wherever the following element is referenced:
Name varianceSwap
Type VarianceSwap
Nillable no
Abstract no
Documentation Specifies the structure of a variance swap.
Logical Diagram
XML Instance Representation
<varianceSwap
id=" xsd:ID [0..1]">
<productType> ProductType </productType> [0..*]

'A classification of the type of product. FpML defines a simple product categorization using a coding scheme.'

<productId> ProductId </productId> [0..*]

'A product reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.'

<additionalPayment> ClassifiedPayment </additionalPayment> [0..*]

'Specifies additional payment(s) between the principal parties to the netted swap.'

<extraordinaryEvents> ExtraordinaryEvents </extraordinaryEvents> [0..1]

'Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.'

<varianceLeg> VarianceLeg </varianceLeg> [1..*]

'Variance Leg.'

</varianceSwap>
Diagram
element_varianceSwapTransactionSupplement element_returnSwap
Schema Component Representation
<xsd:element name="varianceSwap" type=" VarianceSwap " substitutionGroup="product"/>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.