element <vegaNotionalAmount> (local)

Namespace:	http://www.fpml.org/FpML-5/confirmation
Type:	xsd:decimal
Content:	simple
Defined:	locally within Volatility complexType in fpml-volatility-swaps-5-13.xsd; see XML source

Component 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 name="vegaNotionalAmount" type="xsd:decimal"/>

XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.