Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: fxVolatilitySwap
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD:FxPerformanceSwap
Containing Schema: fpml-fx-5-10.xsd
Abstract
Documentation:
An FX volatility swap transaction definition.
Collapse XSD Schema Diagram:
Drilldown into cashSettlement in schema fpml-fx-5-10_xsd2 Drilldown into additionalPayment in schema fpml-fx-5-10_xsd2 Drilldown into meanAdjustment in schema fpml-fx-5-10_xsd2 Drilldown into annualizationFactor in schema fpml-fx-5-10_xsd2 Drilldown into settlementDate in schema fpml-fx-5-10_xsd2 Drilldown into valuationDateOffset in schema fpml-fx-5-10_xsd2 Drilldown into valuationDate in schema fpml-fx-5-10_xsd2 Drilldown into fixingSchedule in schema fpml-fx-5-10_xsd2 Drilldown into fixingInformationSource in schema fpml-fx-5-10_xsd2 Drilldown into floatingLeg in schema fpml-fx-5-10_xsd2 Drilldown into fixedLeg in schema fpml-fx-5-10_xsd2 Drilldown into notional in schema fpml-fx-5-10_xsd2 Drilldown into vegaNotional in schema fpml-fx-5-10_xsd2 Drilldown into quotedCurrencyPair in schema fpml-fx-5-10_xsd2 Drilldown into embeddedOptionType in schema fpml-shared-5-10_xsd3 Drilldown into productId in schema fpml-shared-5-10_xsd3 Drilldown into productId in schema fpml-shared-5-10_xsd3 Drilldown into productType in schema fpml-shared-5-10_xsd3 Drilldown into secondaryAssetClass in schema fpml-shared-5-10_xsd3 Drilldown into primaryAssetClass in schema fpml-shared-5-10_xsd3 Drilldown into Product.model in schema fpml-shared-5-10_xsd3 Drilldown into id in schema fpml-shared-5-10_xsd3 Drilldown into Product in schema fpml-shared-5-10_xsd3 Drilldown into FxPerformanceSwap in schema fpml-fx-5-10_xsd2XSD Diagram of fxVolatilitySwap in schema fpml-fx-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="fxVolatilitySwap" type="FxPerformanceSwap" substitutionGroup="product">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">An FX volatility swap transaction definition.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
primaryAssetClass nsD:primaryAssetClass (1) (1)
secondaryAssetClass nsD:secondaryAssetClass 0 unbounded
productType nsD:productType (1) unbounded
productId nsD:productId 0 unbounded
productId nsD:productId (1) unbounded
embeddedOptionType nsD:embeddedOptionType 0 2
quotedCurrencyPair nsD:quotedCurrencyPair (1) (1)
vegaNotional nsD:vegaNotional (1) (1)
notional nsD:notional 0 (1)
fixedLeg nsD:fixedLeg (1) (1)
floatingLeg nsD:floatingLeg (1) (1)
fixingInformationSource nsD:fixingInformationSource 0 (1)
fixingSchedule nsD:fixingSchedule (1) (1)
valuationDate nsD:valuationDate (1) (1)
valuationDateOffset nsD:valuationDateOffset (1) (1)
settlementDate nsD:settlementDate (1) (1)
annualizationFactor nsD:annualizationFactor (1) (1)
meanAdjustment nsD:meanAdjustment (1) (1)
additionalPayment nsD:additionalPayment 0 unbounded
cashSettlement nsD:cashSettlement 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsD:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsD:product
Documentation for Financial products Markup Language (FpML®)

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