Definition Type: Element
Name: volatility
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsF:Volatility
Containing Schema: fpml-volatility-swaps-5-10.xsd
MinOccurs (1)
MaxOccurs (1)
Abstract
Documentation:
Specifies Volatility.
Collapse XSD Schema Diagram:
Drilldown into vegaNotionalAmount in schema fpml-volatility-swaps-5-10_xsd3 Drilldown into volatilityStrikePrice in schema fpml-volatility-swaps-5-10_xsd3 Drilldown into volatilityCap in schema fpml-volatility-swaps-5-10_xsd3 Drilldown into expectedN in schema fpml-eq-shared-5-10_xsd3 Drilldown into expiringLevel in schema fpml-eq-shared-5-10_xsd3 Drilldown into closingLevel in schema fpml-eq-shared-5-10_xsd3 Drilldown into initialLevelSource in schema fpml-eq-shared-5-10_xsd3 Drilldown into initialLevelSource in schema fpml-eq-shared-5-10_xsd3 Drilldown into initialLevel in schema fpml-eq-shared-5-10_xsd3 Drilldown into CalculationFromObservation in schema fpml-eq-shared-5-10_xsd3 Drilldown into Volatility in schema fpml-volatility-swaps-5-10_xsd3XSD Diagram of volatility in schema fpml-volatility-swaps-5-10_xsd3 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:element name="volatility" type="Volatility">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Specifies Volatility.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
initialLevel nsF:initialLevel (1) (1)
initialLevelSource nsF:initialLevelSource 0 (1)
initialLevelSource nsF:initialLevelSource (1) (1)
closingLevel nsF:closingLevel (1) (1)
expiringLevel nsF:expiringLevel (1) (1)
expectedN nsF:expectedN 0 (1)
volatilityCap nsF:volatilityCap 0 (1)
volatilityStrikePrice nsF:volatilityStrikePrice (1) (1)
vegaNotionalAmount nsF:vegaNotionalAmount (1) (1)
Collapse Derivation Tree: