element <vegaNotionalAmount> (local)

Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Variance complexType in fpml-eq-shared-5-3.xsd; see XML source

Content Model Diagram

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

Included in content model of elements (1):

  variance

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.
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 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.