element <futureValueNotional> (local)

Namespace: | http://www.fpml.org/FpML-5/reporting
Type: | FutureValueAmount
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin Calculation complexType in fpml-ird-5-3.xsd; see XML source

Content Model Diagram

XML Representation Summary
<futureValueNotional
id | = | xsd:ID
| >
Content: | currency?, amount?, calculationPeriodNumberOfDays?, valueDate?
</futureValueNotional>

Content model elements (4):

  amount (defined in NonNegativeMoney complexType), calculationPeriodNumberOfDays (in futureValueNotional), | currency (defined in MoneyBase complexType), valueDate (in futureValueNotional)

Included in content model of elements (1):

  calculation (in calculationPeriodAmount)

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)

<xsd:element minOccurs="0" name="futureValueNotional" type="FutureValueAmount"/>

XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.