XML Schema Documentation

<constantNotionalScheduleReference> ScheduleReference </constantNotionalScheduleReference> [1]

'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.'

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

'The initial currency amount for the varying notional.'

<varyingNotionalCurrency> Currency </varyingNotionalCurrency> [1]

'The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate.'

<varyingNotionalFixingDates> RelativeDateOffset </varyingNotionalFixingDates> [1]

'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.'

<fxSpotRateSource> FxSpotRateSource </fxSpotRateSource> [1]

'The information source and time at which the spot currency exchange rate will be observed.'

<varyingNotionalInterimExchangePaymentDates> RelativeDateOffset </varyingNotionalInterimExchangePaymentDates> [1]

'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).'