fpml:VarianceLeg
A type describing return which is driven by a Variance Calculation.
Complex type information
Namespace: http://www.fpml.org/FpML-5/confirmation
Schema document: fpml-variance-swaps-5-5.xsd
Content
- Sequence [1..1]
- fpml:legIdentifier [0..*] Version aware identification of this leg.
- fpml:payerPartyReference [1..1] A reference to the party responsible for making the payments defined by this structure.
- fpml:payerAccountReference [0..1] A reference to the account responsible for making the payments defined by this structure.
- fpml:receiverPartyReference [1..1] A reference to the party that receives the payments corresponding to this structure.
- fpml:receiverAccountReference [0..1] A reference to the account that receives the payments corresponding to this structure.
- fpml: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.
- fpml: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.
- fpml:underlyer [1..1] Specifies the underlyer of the leg.
- fpml:settlementType [0..1]
- fpml:settlementDate [0..1]
- Choice [0..1]
- fpml:settlementAmount Settlement Amount
- fpml:settlementCurrency Settlement Currency for use where the Settlement Amount cannot be known in advance
- fpml:fxFeature [0..1] Quanto, Composite, or Cross Currency FX features.
- fpml:valuation [1..1] Valuation of the underlyer.
- fpml:amount [1..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.
from type fpml:DirectionalLegfrom group fpml:PayerReceiver.modelfrom type fpml:DirectionalLegUnderlyerfrom group fpml:OptionSettlement.modelfrom group fpml:SettlementAmountOrCurrency.modelfrom type fpml:DirectionalLegUnderlyerValuation
Attributes
| Name | Occ | Type | Description | Notes |
|---|---|---|---|---|
| id | [0..1] | xsd:ID | from type fpml:Leg |
Used by
- Element fpml:varianceLeg