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This topic has 2 replies, 1 voice, and was last updated 10 years ago by KrotKate.

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November 26, 2014 at 11:46 am #2240

KrotKate
Member

Dear all, I’m working on modeling of FPML for XCCY Variable Notional swaps. Could you please advice if FPML 5.x structure allows to put notional schedules on mtm leg (where //fxLinkedNotionalSchedule) somewhere? Actually, I doubt whether it is valid scenario from business perspective. Thank you. Regards, Kate

November 27, 2014 at 4:21 am #2241

KrotKate
Member

I’ve just clarified with business. Amortization schedule is not applicable for mtm leg. So, the question is not relevant any more.

November 27, 2014 at 4:21 am #2242

KrotKate
Member

I’ve just clarified with business. Amortization schedule is not applicable for mtm leg. So, the question is not relevant any more.
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