fpml:daysInRangeAdjustment

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.

Element information

Namespace: http://www.fpml.org/FpML-5/transparency

Schema document: fpml-eq-shared-5-5.xsd

Type: xsd:boolean

Properties: Local, Qualified

Content

xsd:boolean

Used in

Type fpml:BoundedVariance (Element fpml:boundedVariance)

Sample instance

<daysInRangeAdjustment>true</daysInRangeAdjustment>