Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: FxLinkedNotionalSchedule
Namespace: http://www.fpml.org/FpML-5/transparency
Containing Schema: fpml-ird-5-10.xsd
Abstract
Documentation:
A type to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.
Collapse XSD Schema Diagram:
Drilldown into varyingNotionalCurrency in schema fpml-ird-5-10_xsd4 Drilldown into initialValue in schema fpml-ird-5-10_xsd4XSD Diagram of FxLinkedNotionalSchedule in schema fpml-ird-5-10_xsd4 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="FxLinkedNotionalSchedule">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="initialValue" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The initial currency amount for the varying notional. This may be omitted for a forward starting swap if the FX-linked notional value is not known at deal inception.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="varyingNotionalCurrency" type="Currency">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
initialValue nsF:initialValue 0 (1)
varyingNotionalCurrency nsF:varyingNotionalCurrency (1) (1)
Collapse Derivation Tree:
Collapse References:
nsF:fxLinkedNotionalSchedule
Documentation for Financial products Markup Language (FpML®)

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