complexType "VolatilityCap"
Namespace:
http://www.fpml.org/FpML-5/recordkeeping
Content:
complex, 4 elements
Defined:
globally in fpml-volatility-swaps-5-9.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
</...>
Content Model Elements (4):
All Direct / Indirect Based Elements (1):
volatilityCap
Known Usage Locations
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="VolatilityCap">
<xsd:sequence>
<xsd:element minOccurs="0" name="applicable" type="xsd:boolean"/>
<!--If volatilityCap is not populated or false totalVolatilityCap and/or volatilityCapFactor should not be populated.
If volatilityCap is true, specify either totalVolatilityCap OR volatilityCapFactor OR neither on inbound messages.
totalVolatilityCap OR volatilityCapFactor needs to be on inbound, but both can be populated on outbound MSG.-->
<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 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.