XML Schema Documentation

Name	varianceLeg
Type	VarianceLeg
Nillable	no
Abstract	no
Documentation	The variance leg of the equity swap

Logical Diagram

XML Instance Representation

<payerPartyReference> PartyOrAccountReference </payerPartyReference> [1]

'A reference to the party responsible for making the payments defined by this structure.'

<receiverPartyReference> PartyOrAccountReference </receiverPartyReference> [1]

'A reference to the party that receives the payments corresponding to this structure.'

<paymentFrequency> Interval </paymentFrequency> [0..1]

'Frequency at which this leg pays.'

<effectiveDate> AdjustableOrRelativeDate </effectiveDate> [0..1]

'Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap'

<terminationDate> AdjustableOrRelativeDate </terminationDate> [0..1]

'Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.'

<underlyer> Underlyer </underlyer> [1]

'Specifies the underlying component of the leg, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.'

<equityValuation> EquityValuation </equityValuation> [1]

'Equity Valuation'

<equityAmount> VarianceAmount </equityAmount> [1]

'Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates. Unless otherwise specified, this term has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.'

</varianceLeg>

Diagram

Element: varianceLeg

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