Schema Central > FpML 5.5 Transparency > fpml-variance-swaps-5-5.xsd > fpml:variance
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fpml:variance

Specifies Variance.

Element information

Type: fpml:Variance

Properties: Local, Qualified

Content

Attributes

None

Used in

Sample instance

<variance>
   <closingLevel>true</closingLevel>
   <varianceAmount>
      <currency>USD</currency>
      <amount>350000</amount>
   </varianceAmount>
   <varianceStrikePrice>950</varianceStrikePrice>
   <exchangeTradedContractNearest>
      <instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.SP500</instrumentId>
      <currency>USD</currency>
      <exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
      <relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XCBO</relatedExchangeId>
      <contractReference>CBOE SEP04 SP500 FUTURE</contractReference>
      <expirationDate>
         <adjustableDate>
            <unadjustedDate>2004-09-23</unadjustedDate>
         </adjustableDate>
      </expirationDate>
   </exchangeTradedContractNearest>
</variance>

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