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Sjogren
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Docs: Made headings for variance swap variants visible
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Docs/UserGuide/tradedata/var_and_vol_derivatives.tex

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\subsubsection{Exotic Variance and Volatility Derivatives}
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\subsubsection*{Exotic Variance and Volatility Derivatives}
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\label{SubSectionExoticVarianceSwap}
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These are vanilla variance/volatility swaps and options on an underlying with some additional payoff features,
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Trade input and the associated payoff script are described in the following for 12 supported variations.
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\subsubsection*{Variance Option}
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\subsubsection{Variance Option}
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The traditional trade representation is as follows, using an EQ underlying in this example:
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Allowable values: See Table \ref{tab:currency} for allowable currency codes.
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\end{itemize}
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\subsubsection*{Variance Swap with KI/KO Barrier}
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\subsubsection{Variance Swap with KI/KO Barrier}
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The traditional trade representation is as follows, using an FX underlying in this example:
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Allowable values: See Table \ref{tab:currency} for allowable currency codes.
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\end{itemize}
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\subsubsection*{Dual European Binary Option with Volatility and Spot KO Barrier}
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\subsubsection{Dual European Binary Option with Volatility and Spot KO Barrier}
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The traditional trade representation is as follows, using an EQ underlying in this example:
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Allowable values: See Table \ref{tab:currency} for allowable currency codes.
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\end{itemize}
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\subsubsection*{Corridor Variance Swap}
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\subsubsection{Corridor Variance Swap}
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The traditional trade representation is as follows, using an FX underlying in this example:
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Allowable values: See Table \ref{tab:currency} for allowable currency codes.
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\end{itemize}
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\subsubsection*{Indexed Corridor Variance Swap}
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\subsubsection{Indexed Corridor Variance Swap}
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The traditional trade representation is as follows, using EQ underlyings in this example:
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Allowable values: See Table \ref{tab:currency} for allowable currency codes.
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\end{itemize}
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\subsubsection*{Corridor Variance Swap with KI/KO Barrier}
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\subsubsection{Corridor Variance Swap with KI/KO Barrier}
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The traditional trade representation is as follows, using an EQ underlying in this example:
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Allowable values: See Table \ref{tab:currency} for allowable currency codes.
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\end{itemize}
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\subsubsection*{Conditional Variance Swap 01}
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\subsubsection{Conditional Variance Swap 01}
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The traditional trade representation is as follows, using an FX underlying in this example:
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Allowable values: See Table \ref{tab:currency} for allowable currency codes.
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\end{itemize}
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\subsubsection*{Conditional Variance Swap 02}
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\subsubsection{Conditional Variance Swap 02}
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The traditional trade representation is as follows, using an FX underlying in this example:
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Allowable values: See Table \ref{tab:currency} for allowable currency codes.
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\end{itemize}
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\subsubsection*{Pairwise Variance Swap}
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\subsubsection{Pairwise Variance Swap}
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The \lstinline!FxPairwiseVarianceSwap! and \lstinline!EquityPairwiseVarianceSwap! trade types
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have trade data containers (respectively):
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Allowable values: See Table \ref{tab:currency} for allowable currency codes.
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\end{itemize}
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\subsubsection*{Variance Dispersion Swap}
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\subsubsection{Variance Dispersion Swap}
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The traditional trade representation is as follows, using EQ underlyings in this example:
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Allowable values: See Table \ref{tab:currency} for allowable currency codes.
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\end{itemize}
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\subsubsection*{Corridor Variance Dispersion Swap}
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\subsubsection{Corridor Variance Dispersion Swap}
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This instrument is a variance dispersion swap with a corridor feature, where variance is accrued only when the
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the price of the first underlying of each pair of underlyings (between the first and second basket) falls within
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Allowable values: See Table \ref{tab:currency} for allowable currency codes.
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\end{itemize}
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\subsubsection*{KO Corridor Variance Dispersion Swap}
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\subsubsection{KO Corridor Variance Dispersion Swap}
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This instrument is a variance dispersion swap with a double-barrier knock-out and a corridor feature.
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Allowable values: See Table \ref{tab:currency} for allowable currency codes.
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\end{itemize}
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\subsubsection*{Pairwise Geometric Variance Dispersion Swap}
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\subsubsection{Pairwise Geometric Variance Dispersion Swap}
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The traditional trade representation is as follows, using EQ underlyings in this example:
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Allowable values: See Table \ref{tab:currency} for allowable currency codes.
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\end{itemize}
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\subsubsection*{Gamma Swap}
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\subsubsection{Gamma Swap}
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The traditional trade representation is as follows, using EQ underlyings in this example:
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Allowable values: See Table \ref{tab:currency} for allowable currency codes.
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\end{itemize}
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\subsubsection*{Basket Variance Swap}
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\subsubsection{Basket Variance Swap}
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The \lstinline!FxBasketVarianceSwap! and \lstinline!EquityBasketVarianceSwap! \lstinline!CommodityBasketVarianceSwap! trade types
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have trade data containers (respectively):

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