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General FpML Discussion Proposals & Extensions pretrade view, notionalStepSchedule element in fpml-ird-5-5.xsd

This topic contains 1 reply, has 802 voices, and was last updated by  mgratacos 7 years, 7 months ago.

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  • #2115

    orlyb
    Participant

    Issue with Notional amount under the ‘notionalStepSchedule’ element. Currently according to the schema notional amount could not appear on message. Error in fpml-ird-5-5.xsd: 1) should be 2) currently defined as When it will be fixed? Thanks.

    #2117

    mgratacos
    Moderator

    NonNegativeAmountSchedule means that the notional could be 0 or positive. There may be the need for a system to represent a swap with 0 notional, for example after a post-trade event has been applied, for example a full termination. There are systems that after a full termination, the trade is changed to a 0 notional trade. Best Regards, Marc

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