Documentation for Financial products Markup Language (FpML®)
Definition Type:
Element
Name:
volatilityLeg
Namespace:
http://www.fpml.org/FpML-5/transparency
Type:
nsF
:
VolatilityLeg
Containing Schema:
fpml-volatility-swaps-5-10.xsd
MinOccurs
(1)
MaxOccurs
unbounded
Abstract
XSD Schema Diagram:
XSD Schema Code:
<xsd:element name="volatilityLeg" type="VolatilityLeg" maxOccurs="unbounded" />
Child Elements:
Name
Type
Min Occurs
Max Occurs
legIdentifier
nsF
:
legIdentifier
0
unbounded
effectiveDate
nsF
:
effectiveDate
0
(1)
terminationDate
nsF
:
terminationDate
0
(1)
underlyer
nsF
:
underlyer
(1)
(1)
settlementType
nsF
:
settlementType
0
(1)
settlementDate
nsF
:
settlementDate
0
(1)
settlementAmount
nsF
:
settlementAmount
(1)
(1)
settlementCurrency
nsF
:
settlementCurrency
(1)
(1)
valuation
nsF
:
valuation
(1)
(1)
amount
nsF
:
amount
(1)
(1)
<xs:group>
nsF
:
OptionSettlement.model
(1)
(1)
<xs:group>
nsF
:
SettlementAmountOrCurrency.model
0
(1)
Child Attributes:
Name
Type
Default Value
Use
id
nsF
:
id
(Optional)
Derivation Tree:
nsF
:
Leg
nsF
:
DirectionalLeg
nsF
:
DirectionalLegUnderlyer
nsF
:
DirectionalLegUnderlyerValuation
nsF
:
VolatilityLeg
volatilityLeg