element <futureValueNotional> (local)
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Content: |
complex, 1 attribute, 4 elements |
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Content Model Diagram
XML Representation Summary |
<futureValueNotional |
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</futureValueNotional> |
Content model elements (4):
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Included in content model of elements (1):
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Annotation
The future value notional is normally only required for BRL CDI Swaps. The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency should always match that expressed in the notional schedule. The value date should match the adjusted termination date.
XML Source (w/o annotations (1); see within schema source)