FixedAmountCalculation

A type defining fixed amount calculation.

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
calculationAmount	CalculationAmount	The notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e. fixed amount = fixed rate payer calculation amount x fixed rate x fixed rate day count fraction. ISDA 2003 Term: Fixed Rate Payer Calculation Amount.	Calculation amount.	Notional amount.	0-1
fixedRate	FixedRate	The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.	Fixed rate.	Fixed rate.	1-1, mre, mfr
dayCountFraction	DayCountFraction	The day count fraction. ISDA 2003 Term: Fixed Rate Day Count Fraction.	Day count fraction.		0-1, afr

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FixedAmountCalculation

calculationAmount(CalculationAmount)

	The notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e. fixed amount = fixed rate payer calculation amount x fixed rate x fixed rate day count fraction. ISDA 2003 Term: Fixed Rate Payer Calculation Amount.
	Notional amount.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(decimal)

	The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.

step(Step)

	A schedule of step date and value pairs. On each step date the associated step value becomes effective. A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.

stepDate(date)

	The date on which the associated stepValue becomes effective. This day may be subject to adjustment in accordance with a business day convention.

stepValue(decimal)

	The rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05.

fixedRate(FixedRate)

	The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.
	Fixed rate.

dayCountFraction(DayCountFraction)

The day count fraction. ISDA 2003 Term: Fixed Rate Day Count Fraction.