<xsd:complexType name="FxForwardVolatilityAgreement">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a contract on future levels of implied volatility. The main characteristic of this product is that the underlying is a straddle (underlying options) with a specific tenor starting from the fixing (effective or pricing) date, and are priced on that fixing date using a level of volatility that is agreed at the time of execution of the volatility agreement.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">A currency Pair the straddle is based on.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixingDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date when the underlying options are priced using the agreed forwardVolatilityStrikePrice and other market factors as agreed by the parties. Also known as "Effective Date" or "Reference Date".</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="forwardVolatilityStrikePrice" type="PositiveDecimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">the Volatility level as agreed on the Trade Date.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="straddle" type="FxStraddle">
<xsd:annotation>
<xsd:documentation xml:lang="en">details of the straddle (underlying options).</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="additionalPayment" type="Payment" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">The currency, amount and payment details for the Forward Volatility Agreement, as agreed at the time of execution.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
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XSD Schema Diagram:
