schemas.fpml-schemas.fpml-variance-swaps-5-9.xsd Maven / Gradle / Ivy
Calculation of a Variance Amount.
Specifies Variance.
A type describing return which is driven by a Variance Calculation.
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.
The variance option premium payable by the buyer to the
seller.
The parameters for defining how the equity option can be
exercised, how it is valued and how it is settled.
For a share option transaction, a flag used to indicate
whether the transaction is to be treated as an 'exchange look-alike'. This designation
has significance for how share adjustments (arising from corporate actions) will be
determined for the transaction. For an 'exchange look-alike' transaction the relevant
share adjustments will follow that for a corresponding designated contract listed on the
related exchange (referred to as Options Exchange Adjustment (ISDA defined term),
otherwise the share adjustments will be determined by the calculation agent (referred to
as Calculation Agent Adjustment (ISDA defined term)).
Defines how adjustments will be made to the contract should
one or more of the extraordinary events occur.
The number of shares per option comprised in the option
transaction supplement.
Specifies the contract multiplier that can be
associated with an index option.
Specifies any instructions on how the physical settlement
is to be effected when the option is exercised.
The variance swap details.
A Variance Swap.
Variance Leg.
A Variance Swap Transaction Supplement.
Variance Leg.
Specifies the structure of a variance option.
Specifies the structure of a variance swap.
Specifies the structure of a variance swap transaction supplement.
© 2015 - 2025 Weber Informatics LLC | Privacy Policy