Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: vegaNotionalAmount
Namespace: http://www.fpml.org/FpML-5/reporting
Type: decimal:http://www.w3.org/2001/XMLSchema
Containing Schema: fpml-volatility-swaps-5-10.xsd
MinOccurs 0
MaxOccurs (1)
Abstract
Documentation:
Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol(realised vol) and KVol (strike vol). It does not necessarily represent the Vega Risk of the trade. Volatility Amount means the Vega Notional Amount. In accordance with the ISDA 2002 and 2011 Equity Derivatives Definitions.
Collapse XSD Schema Diagram:
XSD Diagram of vegaNotionalAmount in schema fpml-volatility-swaps-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="vegaNotionalAmount" type="xsd:decimal" minOccurs="0">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol(realised vol) and KVol (strike vol). It does not necessarily represent the Vega Risk of the trade. Volatility Amount means the Vega Notional Amount. In accordance with the ISDA 2002 and 2011 Equity Derivatives Definitions.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Documentation for Financial products Markup Language (FpML®)

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