Documentation for Financial products Markup Language (FpML®)
Definition Type:
Element
Name:
volatilityLeg
Namespace:
http://www.fpml.org/FpML-5/recordkeeping
Type:
nsD
:
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
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)
Child Attributes:
Name
Type
Default Value
Use
id
nsD
:
id
(Optional)
Derivation Tree:
nsD
:
Leg
nsD
:
DirectionalLeg
nsD
:
DirectionalLegUnderlyer
nsD
:
DirectionalLegUnderlyerValuation
nsD
:
VolatilityLeg
volatilityLeg