Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: VolatilityLeg
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsF:DirectionalLegUnderlyerValuation
Containing Schema: fpml-volatility-swaps-5-10.xsd
Abstract
Collapse XSD Schema Diagram:
Drilldown into amount in schema fpml-volatility-swaps-5-10_xsd3 Drilldown into valuation in schema fpml-eq-shared-5-10_xsd3 Drilldown into settlementCurrency in schema fpml-shared-5-10_xsd5 Drilldown into settlementAmount in schema fpml-shared-5-10_xsd5 Drilldown into SettlementAmountOrCurrency.model in schema fpml-shared-5-10_xsd5 Drilldown into settlementDate in schema fpml-option-shared-5-10_xsd4 Drilldown into settlementType in schema fpml-option-shared-5-10_xsd4 Drilldown into OptionSettlement.model in schema fpml-option-shared-5-10_xsd4 Drilldown into underlyer in schema fpml-eq-shared-5-10_xsd3 Drilldown into terminationDate in schema fpml-shared-5-10_xsd5 Drilldown into effectiveDate in schema fpml-shared-5-10_xsd5 Drilldown into legIdentifier in schema fpml-shared-5-10_xsd5 Drilldown into id in schema fpml-shared-5-10_xsd5 Drilldown into Leg in schema fpml-shared-5-10_xsd5 Drilldown into DirectionalLeg in schema fpml-shared-5-10_xsd5 Drilldown into DirectionalLegUnderlyer in schema fpml-eq-shared-5-10_xsd3 Drilldown into DirectionalLegUnderlyerValuation in schema fpml-eq-shared-5-10_xsd3XSD Diagram of VolatilityLeg in schema fpml-volatility-swaps-5-10_xsd3 (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 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)
Collapse Child Attributes:
Name Type Default Value Use
id nsF:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsF:volatilityLeg
Documentation for Financial products Markup Language (FpML®)

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