PrincipalExchange

A type defining a principal exchange amount and adjusted exchange date. The type forms part of the cashflow representation of a swap stream.

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
unadjustedPrincipalExchangeDate	xsd:date	Unadjusted date of the initial, final or intermediate principle exchange.	Unadjusted principle exchange date.		0-1, mfr
adjustedPrincipalExchangeDate	xsd:date	The principal exchange date. This date should already be adjusted for any applicable business day convention.	Adjusted principal exchange date.		0-1, mfr
principalExchangeAmount	xsd:decimal	The principal exchange amount. This amount should be positive if the stream payer is paying the exchange amount and signed negative if they are receiving it.	Principal exchange amount.	Notional amount / Total notional quantity.	0-1, mfr
discountFactor	xsd:decimal	The value representing the discount factor used to calculate the present value of the principal exchange amount.	Discount factor.		0-1, ncf	This is not used in messages to the repository.
presentValuePrincipalExchangeAmount	Money	The amount representing the present value of the principal exchange.	Present value of the principal exchange amount.		0-1, ncf	This is not used in messages to the repository.
@id	xsd:ID				1-1, ncf

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PrincipalExchange

unadjustedPrincipalExchangeDate(date)

	Unadjusted date of the initial, final or intermediate principle exchange.

adjustedPrincipalExchangeDate(date)

	The principal exchange date. This date should already be adjusted for any applicable business day convention.

principalExchangeAmount(decimal)

	The principal exchange amount. This amount should be positive if the stream payer is paying the exchange amount and signed negative if they are receiving it.
	Notional amount / Total notional quantity.