{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.product.asset",
  "type": "object",
  "title": "VarianceReturnTerms",
  "properties": {
    "valuationTerms": {
      "description": "Contains all non-date valuation information.",
      "$ref": "cdm-product-asset-ValuationTerms.schema.json"
    },
    "annualizationFactor": {
      "description": "This specifies the numerator of an annualization factor. Frequently this number is equal to the number of observations of prices in a year e.g. 252.",
      "type": "integer"
    },
    "dividendApplicability": {
      "description": "The parameters which define whether dividends are applicable",
      "$ref": "cdm-observable-asset-DividendApplicability.schema.json"
    },
    "equityUnderlierProvisions": {
      "description": "Contains Equity underlier provisions regarding jurisdiction and fallbacks.",
      "$ref": "cdm-product-asset-EquityUnderlierProvisions.schema.json"
    },
    "sharePriceDividendAdjustment": {
      "description": "Indicates whether the price of shares is adjusted for dividends or not.",
      "type": "boolean"
    },
    "expectedN": {
      "description": "Expected number of trading days.",
      "type": "integer"
    },
    "initialLevel": {
      "description": "Contract will strike off this initial level. Providing just the initialLevel without initialLevelSource, infers that this is AgreedInitialPrice - a specified Initial Index Level.",
      "type": "number"
    },
    "initialLevelSource": {
      "description": "In this context, this is AgreedInitialPrice - a specified Initial Index Level.",
      "$ref": "cdm-observable-common-DeterminationMethodEnum.schema.json"
    },
    "meanAdjustment": {
      "description": "Specifies whether Mean Adjustment is applicable or not in the calculation of the Realized Volatility, Variance or Correlation",
      "type": "boolean"
    },
    "performance": {
      "description": "Performance calculation, in accordance with Part 1 Section 12 of the 2018 ISDA CDM Equity Confirmation for Security Equity Swap, Para 75. 'Equity Performance'. Cumulative performance is used as a notional multiplier factor on both legs of an Equity Swap.",
      "type": "string"
    },
    "varianceStrikePrice": {
      "description": "Variance Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.",
      "$ref": "cdm-observable-asset-Price.schema.json"
    },
    "volatilityStrikePrice": {
      "description": "Volatility Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.",
      "$ref": "cdm-observable-asset-Price.schema.json"
    },
    "varianceCapFloor": {
      "description": "Contains possible barriers for variance products, both variance-based and underlier price based",
      "$ref": "cdm-product-asset-VarianceCapFloor.schema.json"
    },
    "volatilityCapFloor": {
      "description": "Contains containing volatility-based barriers",
      "$ref": "cdm-product-asset-VolatilityCapFloor.schema.json"
    },
    "vegaNotionalAmount": {
      "description": "Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol). It does not necessarily represent the Vega Risk of the trade.",
      "$ref": "cdm-base-math-NonNegativeQuantitySchedule.schema.json"
    },
    "exchangeTradedContractNearest": {
      "description": "Specification of the exchange traded contract nearest.",
      "$ref": "cdm-observable-asset-Observable.schema.json"
    }
  }
}