FxLinkedNotionalAmount

A type to describe the cashflow representation for fx linked notionals.

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
resetDate	xsd:date	Specifies a reset date.	Reset date.		0-1, mfr
adjustedFxSpotFixingDate	xsd:date	The date on which the fx spot rate is observed. This date should already be adjusted for any applicable business day convention.	FX spot rate fixing.		0-1, mfr
observedFxSpotRate	xsd:decimal	The actual observed fx spot rate.	Observed FX spot rate.		0-1, mfr
notionalAmount	xsd:decimal	The calculation period notional amount.	Notional amount.		0-1, mfr

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FxLinkedNotionalAmount

resetDate(date)

	Specifies a reset date.

adjustedFxSpotFixingDate(date)

	The date on which the fx spot rate is observed. This date should already be adjusted for any applicable business day convention.

observedFxSpotRate(decimal)

	The actual observed fx spot rate.

notionalAmount(decimal)

	The calculation period notional amount.