Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: VolatilityLeg
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD:DirectionalLegUnderlyerValuation
Containing Schema: fpml-volatility-swaps-5-10.xsd
Abstract
Collapse XSD Schema Diagram:
Drilldown into amount in schema fpml-volatility-swaps-5-10_xsd1 Drilldown into valuation in schema fpml-eq-shared-5-10_xsd1 Drilldown into fxFeature in schema fpml-eq-shared-5-10_xsd1 Drilldown into settlementCurrency in schema fpml-shared-5-10_xsd3 Drilldown into settlementAmount in schema fpml-shared-5-10_xsd3 Drilldown into SettlementAmountOrCurrency.model in schema fpml-shared-5-10_xsd3 Drilldown into settlementDate in schema fpml-option-shared-5-10_xsd2 Drilldown into settlementType in schema fpml-option-shared-5-10_xsd2 Drilldown into OptionSettlement.model in schema fpml-option-shared-5-10_xsd2 Drilldown into underlyer in schema fpml-eq-shared-5-10_xsd1 Drilldown into terminationDate in schema fpml-shared-5-10_xsd3 Drilldown into effectiveDate in schema fpml-shared-5-10_xsd3 Drilldown into receiverAccountReference in schema fpml-shared-5-10_xsd3 Drilldown into receiverPartyReference in schema fpml-shared-5-10_xsd3 Drilldown into Receiver.model in schema fpml-shared-5-10_xsd3 Drilldown into payerAccountReference in schema fpml-shared-5-10_xsd3 Drilldown into payerPartyReference in schema fpml-shared-5-10_xsd3 Drilldown into Payer.model in schema fpml-shared-5-10_xsd3 Drilldown into PayerReceiver.model in schema fpml-shared-5-10_xsd3 Drilldown into legIdentifier in schema fpml-shared-5-10_xsd3 Drilldown into id in schema fpml-shared-5-10_xsd3 Drilldown into Leg in schema fpml-shared-5-10_xsd3 Drilldown into DirectionalLeg in schema fpml-shared-5-10_xsd3 Drilldown into DirectionalLegUnderlyer in schema fpml-eq-shared-5-10_xsd1 Drilldown into DirectionalLegUnderlyerValuation in schema fpml-eq-shared-5-10_xsd1XSD Diagram of VolatilityLeg in schema fpml-volatility-swaps-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="VolatilityLeg">
    <xsd:complexContent>
        <xsd:extension base="DirectionalLegUnderlyerValuation">
            <xsd:sequence>
                <xsd:element name="amount" type="VolatilityAmount">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates. Unless otherwise specified, this term has the meaning defined in the ISDA 2011 and 2002 Equity Derivatives Definitions.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
legIdentifier nsD:legIdentifier 0 unbounded
payerPartyReference nsD:payerPartyReference (1) (1)
payerAccountReference nsD:payerAccountReference 0 (1)
receiverPartyReference nsD:receiverPartyReference 0 (1)
receiverAccountReference nsD:receiverAccountReference 0 (1)
effectiveDate nsD:effectiveDate 0 (1)
terminationDate nsD:terminationDate 0 (1)
underlyer nsD:underlyer (1) (1)
settlementType nsD:settlementType 0 (1)
settlementDate nsD:settlementDate 0 (1)
settlementAmount nsD:settlementAmount (1) (1)
settlementCurrency nsD:settlementCurrency (1) (1)
fxFeature nsD:fxFeature 0 (1)
valuation nsD:valuation (1) (1)
amount nsD:amount (1) (1)
<xs:group> nsD:PayerReceiver.model (1) (1)
<xs:group> nsD:Payer.model (1) (1)
<xs:group> nsD:Receiver.model (1) (1)
<xs:group> nsD:OptionSettlement.model (1) (1)
<xs:group> nsD:SettlementAmountOrCurrency.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsD:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsD:volatilityLeg, nsD:volatilityLeg
Documentation for Financial products Markup Language (FpML®)

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