Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: VolatilityRepresentation
Namespace: http://www.fpml.org/2007/FpML-4-4
Type: fpml:PricingStructure
Containing Schema: fpml-mktenv-4-4.xsd
Abstract
Documentation:
A representation of volatilities of an asset. This is a generic structure whose values can be supplied in a specific volatility matrix.
Collapse XSD Schema Diagram:
Drilldown into asset in schema fpml-mktenv-4-4_xsd Drilldown into currency in schema fpml-shared-4-4_xsd Drilldown into name in schema fpml-shared-4-4_xsd Drilldown into id in schema fpml-shared-4-4_xsd Drilldown into PricingStructure in schema fpml-shared-4-4_xsdXSD Diagram of VolatilityRepresentation in schema fpml-mktenv-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="VolatilityRepresentation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A representation of volatilities of an asset. This is a generic structure whose values can be supplied in a specific volatility matrix.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="PricingStructure">
            <xsd:sequence>
                <xsd:element name="asset" type="AnyAssetReference">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">A reference to the asset whose volatility is modeled.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
name fpml:name 0 (1)
currency fpml:currency 0 (1)
asset fpml:asset (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:volatilityRepresentation
Documentation for Financial products Markup Language (FpML®)

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