Definition Type: Element
Name: hedgeRiskWeight
Namespace: http://www.fpml.org/FpML-5/pretrade
Type: double:http://www.w3.org/2001/XMLSchema
Containing Schema: fpml-product-definitions-5-10.xsd
MinOccurs 0
MaxOccurs (1)
Abstract
Documentation:
Risk weight is applicable to packages with RiskNeutral hedge type. For example, a risk weight of 1.0 on each leg would means that the quantities are calculated such that the risk of both legs is equal.
Collapse XSD Schema Diagram:
XSD Diagram of hedgeRiskWeight in schema fpml-product-definitions-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:element name="hedgeRiskWeight" type="xsd:double" minOccurs="0">
    <xsd:annotation>
        <xsd:documentation>Risk weight is applicable to packages with RiskNeutral hedge type. For example, a risk weight of 1.0 on each leg would means that the quantities are calculated such that the risk of both legs is equal.</xsd:documentation>
    </xsd:annotation>
</xsd:element>