Documentation for Financial products Markup Language (FpML®)
Definition Type:
Element
Name:
volatilityLeg
Namespace:
http://www.fpml.org/FpML-5/confirmation
Type:
nsA
:
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
nsA
:
legIdentifier
0
unbounded
payerPartyReference
nsA
:
payerPartyReference
(1)
(1)
payerAccountReference
nsA
:
payerAccountReference
0
(1)
receiverPartyReference
nsA
:
receiverPartyReference
(1)
(1)
receiverAccountReference
nsA
:
receiverAccountReference
0
(1)
effectiveDate
nsA
:
effectiveDate
0
(1)
terminationDate
nsA
:
terminationDate
0
(1)
underlyer
nsA
:
underlyer
(1)
(1)
settlementType
nsA
:
settlementType
0
(1)
settlementDate
nsA
:
settlementDate
0
(1)
settlementAmount
nsA
:
settlementAmount
(1)
(1)
settlementCurrency
nsA
:
settlementCurrency
(1)
(1)
fxFeature
nsA
:
fxFeature
0
(1)
valuation
nsA
:
valuation
(1)
(1)
amount
nsA
:
amount
(1)
(1)
<xs:group>
nsA
:
PayerReceiver.model
(1)
(1)
<xs:group>
nsA
:
Payer.model
(1)
(1)
<xs:group>
nsA
:
Receiver.model
(1)
(1)
<xs:group>
nsA
:
OptionSettlement.model
(1)
(1)
<xs:group>
nsA
:
SettlementAmountOrCurrency.model
0
(1)
Child Attributes:
Name
Type
Default Value
Use
id
nsA
:
id
(Optional)
Derivation Tree:
nsA
:
Leg
nsA
:
DirectionalLeg
nsA
:
DirectionalLegUnderlyer
nsA
:
DirectionalLegUnderlyerValuation
nsA
:
VolatilityLeg
volatilityLeg