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

Specifies the structure of a variance option.

Element information

Content

Attributes

NameOccTypeDescriptionNotes
id [0..1]xsd:IDfrom type fpml:Product

Used in

Substitution hierarchy

Sample instance

<fpml:varianceOptionTransactionSupplement>
   <fpml:primaryAssetClass>normalizedString</fpml:primaryAssetClass>
   <fpml:secondaryAssetClass>normalizedString</fpml:secondaryAssetClass>
   <fpml:productType>normalizedString</fpml:productType>
   <fpml:productId>normalizedString</fpml:productId>
   <fpml:embeddedOptionType>normalizedString</fpml:embeddedOptionType>
   <fpml:buyerPartyReference href="IDREF"/>
   <fpml:sellerPartyReference href="IDREF"/>
   <fpml:optionType>Payer</fpml:optionType>
   <fpml:equityPremium>
      <fpml:premiumType>PrePaid</fpml:premiumType>
      <fpml:paymentAmount>
         <fpml:currency>normalizedString</fpml:currency>
         <fpml:amount>1.0</fpml:amount>
      </fpml:paymentAmount>
      <fpml:paymentDate>
         <fpml:unadjustedDate>2000-01-01</fpml:unadjustedDate>
      </fpml:paymentDate>
      <fpml:swapPremium>true</fpml:swapPremium>
      <fpml:pricePerOption>
         <fpml:currency>normalizedString</fpml:currency>
         <fpml:amount>1.0</fpml:amount>
      </fpml:pricePerOption>
      <fpml:percentageOfNotional>1.0</fpml:percentageOfNotional>
   </fpml:equityPremium>
   <fpml:equityExercise>
      <fpml:equityEuropeanExercise>
         <fpml:expirationDate>...
         </fpml:expirationDate>
         <fpml:equityExpirationTimeType>Close</fpml:equityExpirationTimeType>
         <fpml:equityExpirationTime>...
         </fpml:equityExpirationTime>
      </fpml:equityEuropeanExercise>
      <fpml:equityValuation>
         <fpml:valuationDate>...
         </fpml:valuationDate>
         <fpml:valuationTimeType>Close</fpml:valuationTimeType>
         <fpml:valuationTime>...
         </fpml:valuationTime>
         <fpml:futuresPriceValuation>true</fpml:futuresPriceValuation>
      </fpml:equityValuation>
      <fpml:settlementDate>
         <fpml:adjustableDate>...
         </fpml:adjustableDate>
      </fpml:settlementDate>
      <fpml:settlementCurrency>normalizedString</fpml:settlementCurrency>
      <fpml:settlementType>Cash</fpml:settlementType>
   </fpml:equityExercise>
   <fpml:optionEntitlement>1.0</fpml:optionEntitlement>
   <fpml:varianceSwapTransactionSupplement>
      <fpml:varianceLeg>
         <fpml:legIdentifier>...
         </fpml:legIdentifier>
         <fpml:effectiveDate>...
         </fpml:effectiveDate>
         <fpml:terminationDate>...
         </fpml:terminationDate>
         <fpml:underlyer>...
         </fpml:underlyer>
         <fpml:settlementType>Cash</fpml:settlementType>
         <fpml:settlementDate>...
         </fpml:settlementDate>
         <fpml:settlementAmount>...
         </fpml:settlementAmount>
         <fpml:valuation>...
         </fpml:valuation>
         <fpml:amount>...
         </fpml:amount>
      </fpml:varianceLeg>
   </fpml:varianceSwapTransactionSupplement>
</fpml:varianceOptionTransactionSupplement>

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