Schema Central > FpML 5.5 Transparency > fpml-eq-shared-5-5.xsd > fpml:vegaNotionalAmount
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fpml:vegaNotionalAmount

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.

Element information

Type: xsd:decimal

Properties: Local, Qualified

Content

Used in

Sample instance

<vegaNotionalAmount>50000</vegaNotionalAmount>

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