XML Schema Documentation

Complex Type: VarianceSwap

[Table of contents]

Super-types: NettedSwapBase < VarianceSwap (by extension)
Sub-types: None
Name VarianceSwap
Used by (from the same schema document) Element varianceSwap
Abstract no
Documentation A Variance Swap.
XML Instance Representation
<...
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.'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="VarianceSwap">
<xsd:complexContent>
<xsd:extension base=" NettedSwapBase ">
<xsd:sequence>
<xsd:element name="varianceLeg" type=" VarianceLeg " maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>