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Technical & Implementation Questions

This topic has 2 replies, 1 voice, and was last updated 11 years, 2 months ago by KrotKate.

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November 26, 2014 at 11:46 am #2240

KrotKate
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Dear all, I’m working on modeling of FPML for XCCY Variable Notional swaps. Could you please advice if FPML 5.x structure allows to put notional schedules on mtm leg (where //fxLinkedNotionalSchedule) somewhere? Actually, I doubt whether it is valid scenario from business perspective. Thank you. Regards, Kate

November 27, 2014 at 4:21 am #2241

KrotKate
Member

I’ve just clarified with business. Amortization schedule is not applicable for mtm leg. So, the question is not relevant any more.

November 27, 2014 at 4:21 am #2242

KrotKate
Member

I’ve just clarified with business. Amortization schedule is not applicable for mtm leg. So, the question is not relevant any more.
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