schemas.fpml-5-13.confirmation.fpml-variance-swaps-5-13.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.
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