Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: volatilityStrikePrice
Namespace: http://www.fpml.org/FpML-5/confirmation
Type: decimal:http://www.w3.org/2001/XMLSchema
Containing Schema: fpml-com-5-10.xsd
MinOccurs (1)
MaxOccurs (1)
Abstract
Documentation:
Specifies the volatility strike price when this strike is expressed in standard deviation units. Payments on the variance leg are equal to the national amount multiplied by the realized volatility squared minus the volatility strike price squared. Notional amount * (realized volatility^2 - volatility strike^2). Squaring the volatility strike price converts the volatility strike price into a variance strike price. Squaring the realized volatility converts realized volatility to realized variance.
Collapse XSD Schema Diagram:
XSD Diagram of volatilityStrikePrice in schema fpml-com-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="volatilityStrikePrice" type="xsd:decimal">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Specifies the volatility strike price when this strike is expressed in standard deviation units. Payments on the variance leg are equal to the national amount multiplied by the realized volatility squared minus the volatility strike price squared. Notional amount * (realized volatility^2 - volatility strike^2). Squaring the volatility strike price converts the volatility strike price into a variance strike price. Squaring the realized volatility converts realized volatility to realized variance.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Documentation for Financial products Markup Language (FpML®)

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