element <variance> (local)
Namespace:
http://www.fpml.org/FpML-5/reporting
Type:
Variance
Content:
complex, 14 elements
Defined:
locally within VarianceAmount complexType in fpml-variance-swaps-5-10.xsd; see XML source
Content Model Diagram
XML Representation Summary
<variance>
   
Content: 
(((initialLevel, initialLevelSource?) | initialLevelSource)? | closingLevel | expiringLevel)?, expectedN?, varianceAmount?, (volatilityStrikePrice | varianceStrikePrice)?, varianceCap?, unadjustedVarianceCap?, boundedVariance?, exchangeTradedContractNearest?, vegaNotionalAmount?
</variance>
Content model elements (14):
boundedVariance,
closingLevel,
exchangeTradedContractNearest (in variance),
expectedN,
expiringLevel,
initialLevel,
initialLevelSource (defined in CalculationFromObservation complexType),
initialLevelSource (defined in CalculationFromObservation complexType),
unadjustedVarianceCap,
varianceAmount,
varianceCap,
varianceStrikePrice (in variance),
vegaNotionalAmount (in variance),
volatilityStrikePrice (in variance)
Included in content model of elements (1):
amount (defined in VarianceLeg complexType)
Annotation
Specifies Variance.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="variance" type="Variance"/>
XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.