XML Schema Documentation

Super-types:	Leg < ReturnSwapLeg (by extension) < DeprecatedVarianceLeg (by extension)
Sub-types:	None

Name	DeprecatedVarianceLeg
Used by (from the same schema document)	Element varianceLeg
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. A type describing the variance leg of the return swap.

XML Instance Representation

<...
legIdentifier=" xsd:ID [0..1]

'DEPRECATED This element will be renamed to id in the next major FpML version.'

<payerPartyReference> PartyOrAccountReference </payerPartyReference> [1]

'A reference to the party responsible for making the payments defined by this structure.'

<receiverPartyReference> PartyOrAccountReference </receiverPartyReference> [1]

'A reference to the party that receives the payments corresponding to this structure.'

<paymentFrequency> Interval </paymentFrequency> [0..1]

'DEPRECATED This element will be removed in the next FpML major version. Frequency at which this leg pays.'

<underlyer> Underlyer </underlyer> [1]

'Specifies the underlyer of the leg.'

<equityValuation> EquityValuation </equityValuation> [1]

'Valuation of the underlyer.'

<equityAmount> DeprecatedVarianceAmount </equityAmount> [1]

'Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates. Unless otherwise specified, this term has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.'

</...>

Schema Component Representation

<xsd:complexType name="DeprecatedVarianceLeg" deprecated="true" deprecatedReason="Return Swap model should not be used for Variance Swaps, use the Variance Swap Product">

<xsd:complexContent>

<xsd:extension base=" ReturnSwapLeg ">

<xsd:sequence>

<xsd:element name="underlyer" type=" Underlyer "/>

<xsd:element name="equityValuation" type=" EquityValuation "/>

<xsd:element name="equityAmount" type=" DeprecatedVarianceAmount "/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Complex Type: DeprecatedVarianceLeg

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