Definition Type: ComplexType
Name: FxLinkedNotionalSchedule
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-ird-4-4.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 varyingNotionalInterimExchangePaymentDates in schema fpml-ird-4-4_xsd Drilldown into fxSpotRateSource in schema fpml-ird-4-4_xsd Drilldown into varyingNotionalFixingDates in schema fpml-ird-4-4_xsd Drilldown into varyingNotionalCurrency in schema fpml-ird-4-4_xsd Drilldown into initialValue in schema fpml-ird-4-4_xsd Drilldown into constantNotionalScheduleReference in schema fpml-ird-4-4_xsdXSD Diagram of FxLinkedNotionalSchedule in schema fpml-ird-4-4_xsd (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="constantNotionalScheduleReference" type="ScheduleReference">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A pointer style reference to the associated constant notional schedule defined elsewhere in the document which contains the currency amounts which will be converted into the varying notional currency amounts using the spot currency exchange rate.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="initialValue" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The initial currency amount for the varying notional.</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:element name="varyingNotionalFixingDates" type="RelativeDateOffset">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The dates on which spot currency exchange rates are observed for purposes of determining the varying notional currency amount that will apply to a calculation period.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="fxSpotRateSource" type="FxSpotRateSource">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The information source and time at which the spot currency exchange rate will be observed.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="varyingNotionalInterimExchangePaymentDates" type="RelativeDateOffset">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The dates on which interim exchanges of notional are paid. Interim exchanges will arise as a result of changes in the spot currency exchange amount or changes in the constant notional schedule (e.g. amortization).</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
constantNotionalScheduleReference fpml:constantNotionalScheduleReference (1) (1)
initialValue fpml:initialValue 0 (1)
varyingNotionalCurrency fpml:varyingNotionalCurrency (1) (1)
varyingNotionalFixingDates fpml:varyingNotionalFixingDates (1) (1)
fxSpotRateSource fpml:fxSpotRateSource (1) (1)
varyingNotionalInterimExchangePaymentDates fpml:varyingNotionalInterimExchangePaymentDates (1) (1)
Collapse Derivation Tree:
Collapse References:
fpml:fxLinkedNotionalSchedule