complexType "FxLinkedNotionalSchedule"
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Content: |
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Defined: |
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XML Representation Summary |
<...> |
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</...> |
Content Model Elements (6):
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All Direct / Indirect Based Elements (1):
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Annotation
A type to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.
XML Source (w/o annotations (7); see within schema source)
<xsd:sequence>
</xsd:sequence>
</xsd:complexType>
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Content Element Detail (all declarations; defined within this component only; 6/6)
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A pointer style reference to the associated constant notional schedule defined elsewhere in the document which contains the currency amounts which will be converted into the varying notional currency amounts using the spot currency exchange rate.
XML Source (w/o annotations (1); see within schema source)
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The information source and time at which the spot currency exchange rate will be observed.
XML Source (w/o annotations (1); see within schema source)
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Type: |
xsd:decimal, predefined, simple content |
The initial currency amount for the varying notional. This may be omitted for a forward starting swap if the FX-linked notional value is not known at deal inception.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="initialValue" type="xsd:decimal"/>
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The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate.
Simple Content
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255
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minLength: |
0
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XML Source (w/o annotations (1); see within schema source)
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The dates on which spot currency exchange rates are observed for purposes of determining the varying notional currency amount that will apply to a calculation period.
XML Source (w/o annotations (1); see within schema source)
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The dates on which interim exchanges of notional are paid. Interim exchanges will arise as a result of changes in the spot currency exchange amount or changes in the constant notional schedule (e.g. amortization).
XML Source (w/o annotations (1); see within schema source)