Variance

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
Choice begin
Branch1
initialLevel	xsd:decimal				1-1, mre
Branch2
closingLevel	xsd:boolean				1-1, mre
Branch3
expiringLevel	xsd:boolean				1-1, mre
Choice end
expectedN	xsd:positiveInteger				0-1
varianceAmount	NonNegativeMoney				0-1, mre
Choice begin
Branch1
volatilityStrikePrice	NonNegativeDecimal				1-1, mre
Branch2
varianceStrikePrice	NonNegativeDecimal				1-1, mre
Choice end
varianceCap	xsd:boolean				0-1
unadjustedVarianceCap	PositiveDecimal				0-1
boundedVariance	BoundedVariance				0-1
exchangeTradedContractNearest	ExchangeTradedContract				0-1
vegaNotionalAmount	xsd:decimal				0-1

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Variance

Selecting one of variants:

initialLevel(decimal)

closingLevel(boolean)

expiringLevel(boolean)

expectedN(positiveInteger)

varianceAmount(NonNegativeMoney)

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(NonNegativeDecimal)

	The non negative monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.
	Total payment.
	[0;

Selecting one of variants:

volatilityStrikePrice(NonNegativeDecimal)

	[0;

varianceStrikePrice(NonNegativeDecimal)

	[0;

varianceCap(boolean)

unadjustedVarianceCap(PositiveDecimal)

(0;

boundedVariance(BoundedVariance)

realisedVarianceMethod(RealisedVarianceMethodEnum)

Previous;Last;Both;

daysInRangeAdjustment(boolean)

upperBarrier(NonNegativeDecimal)

[0;

lowerBarrier(NonNegativeDecimal)

[0;

exchangeTradedContractNearest(ExchangeTradedContract)

instrumentId(InstrumentId)

	Identification of the underlying asset, using public and/or private identifiers.
	Underlying asset code.

description(string)

Long name of the underlying asset.

multiplier(positiveInteger)

contractReference(string)

expirationDate(AdjustableOrRelativeDate)

A choice of the date specification.

adjustableDate(AdjustableDate)

	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable dates. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.

vegaNotionalAmount(decimal)