| constantNotionalScheduleReference | NotionalReference | 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.
| Constant notional schedule reference. | | 0-1,
ncf | |
| initialValue | xsd:decimal | The initial currency amount for the varying notional. This may be omitted for a forward
starting swap if the FX-linked notional value is not known at deal inception.
| Initial value of the notional. | | 0-1,
mre,
mfr | |
| varyingNotionalCurrency | Currency | The currency of the varying notional amount, i.e. the notional amount being determined
periodically based on observation of a spot currency exchange rate.
| Varying notional currency. | | 0-1,
mre,
mfr | |
| varyingNotionalFixingDates | RelativeDateOffset | 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.
| Varying notional fixing dates. | | 0-1,
ncf | |
| fxSpotRateSource | FxSpotRateSource | The information source and time at which the spot currency exchange rate will be observed. | FX spot rate source. | | 0-1 | |
| varyingNotionalInterimExchangePaymentDates | RelativeDateOffset | 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).
| Varying notional interim exchange payment dates. | | 0-1,
ncf | |