Definition Type: ComplexType
Name: VolatilityCap
Namespace: http://www.fpml.org/FpML-5/confirmation
Containing Schema: fpml-volatility-swaps-5-9.xsd
Abstract
Collapse XSD Schema Diagram:
Drilldown into totalVolatilityCap in schema fpml-volatility-swaps-5-9_xsd Drilldown into volatilityCapFactor in schema fpml-volatility-swaps-5-9_xsd Drilldown into totalVolatilityCap in schema fpml-volatility-swaps-5-9_xsd Drilldown into applicable in schema fpml-volatility-swaps-5-9_xsdXSD Diagram of VolatilityCap in schema fpml-volatility-swaps-5-9_xsd (Financial products Markup Language (FpML®) - Confirmation)
Collapse XSD Schema Code:
<xsd:complexType name="VolatilityCap">
    <xsd:sequence>
        <xsd:element name="applicable" type="xsd:boolean">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Indicates whether the volatility cap is applicable in accordance with the ISDA 2011 Equity Derivatives Definitions. Setting the element 'applicable' to 'False' - means No Volatility Cap and no 'totalVolatilityCap' or 'volatilityCapFactor' should be provided. Setting the element 'applicable' to 'True' - means Volatility Cap election, then 'totalVolatilityCap' or 'volatilityCapFactor' should be provided, otherwise it defaults to volatilityCapFactor=2.5.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:choice minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">If volatilityCap is not populated or false totalVolatilityCap and/or volatilityCapFactor should not be populated. If volatilityCap is true, specify either totalVolatilityCap OR volatilityCapFactor OR neither on inbound messages. The totalVolatilityCap OR volatilityCapFactor needs to be on inbound, but both can be populated on outbound MSG.</xsd:documentation>
            </xsd:annotation>
            <xsd:element name="totalVolatilityCap" type="PositiveDecimal">
                <xsd:annotation>
                    <xsd:documentation>Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions. This means the Volatility Cap Amount election is a number.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:sequence>
                <xsd:element name="volatilityCapFactor" type="PositiveDecimal">
                    <xsd:annotation>
                        <xsd:documentation>Volatility Cap Factor in accordance with the ISDA 2011 Equity Derivatives Definitions. This means the Volatility Cap Amount election is Calculated VolCapAmt ('volatilityCapFactor' * 'volatilityStrikePrice'). By specifying a decimal for 'volatilityCapFactor', means the default value of 2.5 does not apply.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="totalVolatilityCap" type="PositiveDecimal" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation>Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions. The Calculated VolCapAmt can be optionally provided.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:choice>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
applicable nsA:applicable (1) (1)
totalVolatilityCap nsA:totalVolatilityCap (1) (1)
volatilityCapFactor nsA:volatilityCapFactor (1) (1)
totalVolatilityCap nsA:totalVolatilityCap 0 (1)
Collapse Derivation Tree:
Collapse References:
nsA:volatilityCap
Collapse Comments:
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