Schema Central > FpML 5.5 Transparency > fpml-eq-shared-5-5.xsd > fpml:unadjustedVarianceCap
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fpml:unadjustedVarianceCap

For use when varianceCap is applicable. Contains the scaling factor of the Variance Cap that can differ on a trade-by-trade basis in the European market. For example, a Variance Cap of 2.5^2 x Variance Strike Price has an unadjustedVarianceCap of 2.5.

Element information

Type: fpml:PositiveDecimal

Properties: Local, Qualified

Content

  • Type based on xsd:decimal
    • Minimum exclusive: 0
  • Used in

    Sample instance

    <fpml:unadjustedVarianceCap>1.0</fpml:unadjustedVarianceCap>

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