<xsd:complexType name="NotionalStepRule">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining a parametric representation of the notional step schedule, i.e. parameters used to generate the notional balance on each step date. The step change in notional can be expressed in terms of either a fixed amount or as a percentage of either the initial notional or previous notional amount. This parametric representation is intended to cover the more common amortizing/accreting.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="calculationPeriodDatesReference" type="CalculationPeriodDatesReference">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A pointer style reference to the associated calculation period dates component defined elsewhere in the document.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="stepFrequency" type="Interval">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The frequency at which the step changes occur. This frequency must be a multiple of the stream calculation period frequency.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="firstNotionalStepDate" type="xsd:date">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Effective date of the first change in notional (i.e. a calculation period start date).</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="lastNotionalStepDate" type="xsd:date">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Effective date of the last change in notional (i.e. a calculation period start date).</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:choice>
            <xsd:element name="notionalStepAmount" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The explicit amount that the notional changes on each step date. This can be a positive or negative amount.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:sequence>
                <xsd:element name="notionalStepRate" type="xsd:decimal">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The percentage amount by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value of the element stepRelativeTo. The percentage can be either positive or negative. A percentage of 5% would be represented as 0.05.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="stepRelativeTo" type="StepRelativeToEnum">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies whether the notionalStepRate should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:choice>
    </xsd:sequence>
</xsd:complexType>

• NotionalStepRule
• fpml:notionalStepParameters