element <vegaNotionalAmount> (local)

Namespace:	http://www.fpml.org/FpML-5/reporting
Type:	xsd:decimal
Content:	simple
Defined:	locally within Volatility complexType in fpml-volatility-swaps-5-10.xsd; see XML source

Content Model Diagram

XML Representation Summary
<vegaNotionalAmount>
	Content:	{ xsd:decimal }
</vegaNotionalAmount>

Included in content model of elements (1):

volatility

Annotation

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. Volatility Amount means the Vega Notional Amount. In accordance with the ISDA 2002 and 2011 Equity Derivatives Definitions.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="vegaNotionalAmount" type="xsd:decimal"/>

XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.