Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: volatilityCapFactor
Namespace: http://www.fpml.org/FpML-5/confirmation
Type: nsA:PositiveDecimal
Containing Schema: fpml-volatility-swaps-5-10.xsd
MinOccurs (1)
MaxOccurs (1)
Abstract
Documentation:
Volatility Cap Factor in accordance with the ISDA 2011 Equity Derivatives Definitions. This means the Volatility Cap Amount election is Calculated VolCapAmt ('volatilityCapFactor' * 'volatilityStrikePrice'). By specifying a decimal for 'volatilityCapFactor', means the default value of 2.5 does not apply.
Collapse XSD Schema Diagram:
XSD Diagram of volatilityCapFactor in schema fpml-volatility-swaps-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="volatilityCapFactor" type="PositiveDecimal">
    <xsd:annotation>
        <xsd:documentation>Volatility Cap Factor in accordance with the ISDA 2011 Equity Derivatives Definitions. This means the Volatility Cap Amount election is Calculated VolCapAmt ('volatilityCapFactor' * 'volatilityStrikePrice'). By specifying a decimal for 'volatilityCapFactor', means the default value of 2.5 does not apply.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Derivation Tree:
Documentation for Financial products Markup Language (FpML®)

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