Notional

An type defining the notional amount or notional amount schedule associated with a swap stream. The notional schedule will be captured explicitly, specifying the dates that the notional changes and the outstanding notional amount that applies from that date. A parametric representation of the rules defining the notional step schedule can optionally be included.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
notionalStepSchedule	NonNegativeAmountSchedule	The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments.	Notional step schedule.	Notional amount; Amortization / increase code.	1-1, mre
notionalStepParameters	NotionalStepRule	A parametric representation of the notional step schedule, i.e. parameters used to generate the notional schedule.	Notional step parameters.	Notional amount; Amortization / increase code.	0-1, ncf
@id	xsd:ID				1-1

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Notional

notionalStepSchedule(NonNegativeAmountSchedule)

	The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments.
	Notional amount; Amortization / increase code.

initialValue(NonNegativeDecimal)

	The non-negative initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
	[0;

step(NonNegativeStep)

	The schedule of step date and non-negative 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(NonNegativeDecimal)

	The non-negative rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05.
	[0;

currency(Currency)

	The currency in which an amount is denominated.