Report Element Properties

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


Labels of Report Element

From Role Label Lang
us-gaap Standard label Variance Swap [Member] en-US


References of Report Element

Publisher Reference Name Reference Information
FASB Accounting Standards Codification
Topic: 815
Section: 15
SubTopic: 10
Paragraph: 83