Definition Type: Element
Name: futureValueNotional
Namespace: http://www.fpml.org/FpML-5/pretrade
Type: nsA:FutureValueAmount
Containing Schema: fpml-ird-5-9.xsd
MinOccurs 0
MaxOccurs (1)
Abstract
Documentation:
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. - For use with pre-trade Credit Limit Check messages.
Collapse XSD Schema Diagram:
Drilldown into valueDate in schema fpml-shared-5-9_xsd Drilldown into calculationPeriodNumberOfDays in schema fpml-shared-5-9_xsd Drilldown into amount in schema fpml-shared-5-9_xsd Drilldown into currency in schema fpml-shared-5-9_xsd Drilldown into id in schema fpml-shared-5-9_xsd Drilldown into MoneyBase in schema fpml-shared-5-9_xsd Drilldown into NonNegativeMoney in schema fpml-shared-5-9_xsd Drilldown into FutureValueAmount in schema fpml-shared-5-9_xsdXSD Diagram of futureValueNotional in schema fpml-ird-5-9_xsd (Financial products Markup Language (FpML®) - Pretrade)
Collapse XSD Schema Code:
<xsd:element name="futureValueNotional" type="FutureValueAmount" minOccurs="0">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">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. - For use with pre-trade Credit Limit Check messages.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
currency nsA:currency (1) (1)
amount nsA:amount (1) (1)
calculationPeriodNumberOfDays nsA:calculationPeriodNumberOfDays 0 (1)
valueDate nsA:valueDate 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse Comments:
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