complexType "VolatilityCap"
Namespace:
http://www.fpml.org/FpML-5/reporting
Content:
complex, 4 elements
Defined:
globally in fpml-volatility-swaps-5-10.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
applicable?, (totalVolatilityCap | (volatilityCapFactor, totalVolatilityCap?))?
</...>
Content Model Elements (4):
All Direct / Indirect Based Elements (1):
volatilityCap
Known Usage Locations
XML Source (w/o annotations (5); see within schema source)
<xsd:complexType name="VolatilityCap">
<xsd:sequence>
<xsd:element minOccurs="0" name="applicable" type="xsd:boolean"/>
<xsd:choice minOccurs="0">
<xsd:element name="totalVolatilityCap" type="PositiveDecimal"/>
<xsd:sequence>
<xsd:element name="volatilityCapFactor" type="PositiveDecimal"/>
<xsd:element minOccurs="0" name="totalVolatilityCap" type="PositiveDecimal"/>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 4/4)
applicable
Type:
xsd:boolean, predefined, simple content
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.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="applicable" type="xsd:boolean"/>
totalVolatilityCap
Type:
PositiveDecimal, simple content
Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions. This means the Volatility Cap Amount election is a number.
Simple Content
xsd:decimal
minExclusive:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="totalVolatilityCap" type="PositiveDecimal"/>
totalVolatilityCap
Type:
PositiveDecimal, simple content
Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions. The Calculated VolCapAmt can be optionally provided.
Simple Content
xsd:decimal
minExclusive:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="totalVolatilityCap" type="PositiveDecimal"/>
volatilityCapFactor
Type:
PositiveDecimal, simple content
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.
Simple Content
xsd:decimal
minExclusive:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="volatilityCapFactor" type="PositiveDecimal"/>
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.