Schema Central > FpML 5.5 Confirmation > fpml-eq-shared-5-5.xsd > fpml:realisedVarianceMethod
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fpml:realisedVarianceMethod

The contract specifies whether which price must satisfy the boundary condition.

Element information

Type: fpml:RealisedVarianceMethodEnum

Properties: Local, Qualified

Content

  • Type based on xsd:token
    • Valid valueDescription
      PreviousFor a return on day T, the observed price on T-1 must be in range.
      LastFor a return on day T, the observed price on T must be in range.
      BothFor a return on day T, the observed prices on both T and T-1 must be in range
  • Used in

    Sample instance

    <realisedVarianceMethod>Previous</realisedVarianceMethod>

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