Report Standard Label | Variance Swap [Member] |
Documentation | A type of volatility swap where the payout is linear to variance rather than volatility. Therefore, the payout will rise at a higher rate than volatility. |
Report Element Class | Abstract |
Prefix (From Taxonomy) | us-gaap |
Balance Type | |
Period Type | |
Data Type | String (xbrli:stringItemType, nonnum:domainItemType ) |
Name | us-gaap:VarianceSwapMember |
ID | us-gaap_VarianceSwapMember |
From | Role | Label | Lang |
---|---|---|---|
us-gaap | Standard label | Variance Swap [Member] | en-US |
Publisher | Reference Name | Reference Information |
---|---|---|
FASB | Accounting Standards Codification |
Topic:
815
Section:
15
SubTopic:
10
Paragraph:
83
|