element <vegaNotionalAmount> (local)

Namespace:	http://www.fpml.org/FpML-5/confirmation
Type:	xsd:decimal
Content:	simple
Defined:	locally within Variance complexType in fpml-eq-shared-5-8.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 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.