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