element <daysInRangeAdjustment> (local)

Namespace: | http://www.fpml.org/FpML-5/confirmation
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin BoundedVariance complexType in fpml-eq-shared-5-5.xsd; see XML source

Content Model Diagram

XML Representation Summary
<daysInRangeAdjustment>
| Content: | { xsd:boolean }
</daysInRangeAdjustment>

Included in content model of elements (1):

  boundedVariance

Annotation
The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N. The number of Days in Ranges refers to the number of returns that contribute to the realized volatility.
XML Source (w/o annotations (1); see within schema source)

<xsd:element name="daysInRangeAdjustment" type="xsd:boolean"/>

XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.