Diagram
| Super-types: | None |
|---|---|
| Sub-types: | None |
| Name | Notional |
|---|---|
| Used by (from the same schema document) | Complex Type Calculation |
| Abstract | no |
| Documentation | An type defining the notional amount or notional amount schedule associated with a swap stream. The notional schedule will be captured explicitly, specifying the dates that the notional changes and the outstanding notional amount that applies from that date. A parametric representation of the rules defining the notional step schedule can optionally be included. |
'The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments.'
'A parametric representation of the notional step schedule, i.e. parameters used to generate the notional schedule.'