element <futureValueNotional> (local)
Namespace:
http://www.fpml.org/FpML-5/confirmation
Type:
FutureValueAmount
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Calculation complexType in fpml-ird-5-13.xsd; see XML source
Component 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 FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.