XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	FxLinkedNotionalAmount
Used by (from the same schema document)	Complex Type CalculationPeriod
Abstract	no
Documentation	A type to describe the cashflow representation for fx linked notionals.

XML Instance Representation

<...>

<resetDate> xsd:date </resetDate> [0..1]

<adjustedFxSpotFixingDate> xsd:date </adjustedFxSpotFixingDate> [0..1]

'The date on which the fx spot rate is observed. This date should already be adjusted for any applicable business day convention.'

<observedFxSpotRate> xsd:decimal </observedFxSpotRate> [0..1]

'The actual observed fx spot rate.'

<notionalAmount> xsd:decimal </notionalAmount> [0..1]

'The calculation period notional amount.'

</...>

Diagram

Schema Component Representation

<xsd:complexType name="FxLinkedNotionalAmount">

<xsd:sequence>

<xsd:element name="resetDate" type=" xsd:date " minOccurs="0"/>

<xsd:element name="adjustedFxSpotFixingDate" type=" xsd:date " minOccurs="0"/>

<xsd:element name="observedFxSpotRate" type=" xsd:decimal " minOccurs="0"/>

<xsd:element name="notionalAmount" type=" xsd:decimal " minOccurs="0"/>

</xsd:sequence>

</xsd:complexType>