Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: vegaNotionalAmount
Namespace: http://www.fpml.org/2007/FpML-4-4
Type: decimal:http://www.w3.org/2001/XMLSchema
Containing Schema: fpml-eq-shared-4-4.xsd
MinOccurs 0
MaxOccurs (1)
Abstract
Documentation:
Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol). It does not necessarily represent the Vega Risk of the trade.
Collapse XSD Schema Diagram:
XSD Diagram of vegaNotionalAmount in schema fpml-eq-shared-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="vegaNotionalAmount" type="xsd:decimal" minOccurs="0">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol). It does not necessarily represent the Vega Risk of the trade.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Documentation for Financial products Markup Language (FpML®)

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