element <boundedVariance> (local)

Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BoundedVariance
Content: | complex, 4 elements
Defined: | locally witnin Variance complexType in fpml-eq-shared-5-5.xsd; see XML source

Content Model Diagram

XML Representation Summary
<boundedVariance>
Content: | realisedVarianceMethod?, daysInRangeAdjustment?, upperBarrier?, lowerBarrier?
</boundedVariance>

Content model elements (4):

  daysInRangeAdjustment, lowerBarrier, realisedVarianceMethod, upperBarrier

Included in content model of elements (1):

  variance

Annotation
Conditions which bound variance. The contract specifies one or more boundary levels. These levels are expressed as prices for confirmation purposes Underlyer price must be equal to or higher than Lower Barrier is known as Up Conditional Swap Underlyer price must be equal to or lower than Upper Barrier is known as Down Conditional Swap Underlyer price must be equal to or higher than Lower Barrier and must be equal to or lower than Upper Barrier is known as Barrier Conditional Swap.
XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="boundedVariance" type="BoundedVariance"/>

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.