Diagram
| Super-types: | LegAmount < ReturnSwapAmount (by extension) < DeprecatedVarianceAmount (by extension) |
|---|---|
| Sub-types: | None |
| Name | DeprecatedVarianceAmount |
|---|---|
| Used by (from the same schema document) | Complex Type DeprecatedVarianceLeg |
| Abstract | no |
| Documentation | DEPRECATED This type will be removed in the next FpML major version. Return Swap model should not be used for Variance Swaps, use the Variance Swap Product. Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates for Variance Swaps. Unless otherwise specified, this term has the meaning defined in the ISDA 2002 Equity Derivatives Definitions. |
'Specifies the method according to which an amount or a date is determined.'
'The currency in which an amount is denominated.'
'Currency in which the payment relating to the leg amount (equity amount or interest amount) or the dividend will be denominated.'
'Specifies the reference Amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or points to a term defined elsewhere in the swap document.'
'Description of the leg amount when represented through an encoded image.'
'DEPRECATED This element will be removed in the next FpML major version. Return Swap model should not be used for Variance Swaps, use the Variance Swap Product. Specifies Variance for Variance Leg.'
'Specifies the date on which a calculation or an observation will be performed for the purpose of defining the Equity Amount, and in accordance to the definition terms of this latter.'
'If present and true, then options exchange dividends are applicable.'
'If present and true, then additional dividends are applicable.'
'Typically specified as a number of days following the valuation date, such as one settlement cycle following the valuation date. Number of days can vary in the European market.'
'The start of the period over which observations are made to determine the variance. Used when the date differs from the trade date such as for forward starting variance swaps.'
'Represents the European Master Confirmation value of \"All Dividends\" which, when applicable, signifies that, for a given Ex-Date, the daily observed Share Price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non cash dividend per Share (including Extraordinary Dividends) declared by the Issuer.'