Definition Type: ComplexType
Name: VolatilityLeg
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsA:DirectionalLegUnderlyerValuation
Containing Schema: fpml-volatility-swaps-5-9.xsd
Abstract
Collapse XSD Schema Diagram:
Drilldown into amount in schema fpml-volatility-swaps-5-9_xsd Drilldown into valuation in schema fpml-eq-shared-5-9_xsd Drilldown into settlementCurrency in schema fpml-shared-5-9_xsd Drilldown into settlementAmount in schema fpml-shared-5-9_xsd Drilldown into SettlementAmountOrCurrency.model in schema fpml-shared-5-9_xsd Drilldown into settlementDate in schema fpml-option-shared-5-9_xsd Drilldown into settlementType in schema fpml-option-shared-5-9_xsd Drilldown into OptionSettlement.model in schema fpml-option-shared-5-9_xsd Drilldown into underlyer in schema fpml-eq-shared-5-9_xsd Drilldown into terminationDate in schema fpml-shared-5-9_xsd Drilldown into effectiveDate in schema fpml-shared-5-9_xsd Drilldown into legIdentifier in schema fpml-shared-5-9_xsd Drilldown into id in schema fpml-shared-5-9_xsd Drilldown into Leg in schema fpml-shared-5-9_xsd Drilldown into DirectionalLeg in schema fpml-shared-5-9_xsd Drilldown into DirectionalLegUnderlyer in schema fpml-eq-shared-5-9_xsd Drilldown into DirectionalLegUnderlyerValuation in schema fpml-eq-shared-5-9_xsdXSD Diagram of VolatilityLeg in schema fpml-volatility-swaps-5-9_xsd (Financial products Markup Language (FpML®) - Transparency)
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 nsA:legIdentifier 0 unbounded
effectiveDate nsA:effectiveDate 0 (1)
terminationDate nsA:terminationDate 0 (1)
underlyer nsA:underlyer (1) (1)
settlementType nsA:settlementType 0 (1)
settlementDate nsA:settlementDate 0 (1)
settlementAmount nsA:settlementAmount (1) (1)
settlementCurrency nsA:settlementCurrency (1) (1)
valuation nsA:valuation (1) (1)
amount nsA:amount (1) (1)
<xs:group> nsA:OptionSettlement.model (1) (1)
<xs:group> nsA:SettlementAmountOrCurrency.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:volatilityLeg
Collapse Comments:
blog comments powered by Disqus