XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	PrincipalExchange
Used by (from the same schema document)	Complex Type Cashflows
Abstract	no
Documentation	A type defining a principal exchange amount and adjusted exchange date. The type forms part of the cashflow representation of a swap stream.

XML Instance Representation

<...
id=" xsd:ID [0..1]">

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

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

'The principal exchange date. This date should already be adjusted for any applicable business day convention.'

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

'The principal exchange amount. This amount should be positive if the stream payer is paying the exchange amount and signed negative if they are receiving it.'

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

'The value representing the discount factor used to calculate the present value of the principal exchange amount.'

<presentValuePrincipalExchangeAmount> Money </presentValuePrincipalExchangeAmount> [0..1]

'The amount representing the present value of the principal exchange.'

</...>

Schema Component Representation

<xsd:complexType name="PrincipalExchange">

<xsd:sequence>

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

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

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

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

<xsd:element name="presentValuePrincipalExchangeAmount" type=" Money " minOccurs="0"/>

</xsd:sequence>

<xsd:attribute name="id" type=" xsd:ID "/>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Complex Type: PrincipalExchange

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