PrincipalExchangeFeatures

A type describing the principal exchange features of the return swap.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
principalExchanges	PrincipalExchanges	The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.	Principal exchanges.		0-1
principalExchangeDescriptions	PrincipalExchangeDescriptions	Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.	Principal exchanges description.		0-∞

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PrincipalExchangeFeatures

principalExchanges(PrincipalExchanges)

The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.

initialExchange(boolean)

	A true/false flag to indicate whether there is an initial exchange of principal on the effective date.

finalExchange(boolean)

	A true/false flag to indicate whether there is a final exchange of principal on the termination date.

intermediateExchange(boolean)

	A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.

principalExchangeDescriptions(PrincipalExchangeDescriptions)

	Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.

payerPartyReference(PartyReference)

	A reference to the party responsible for making the payments defined by this structure.
	Party code.

receiverPartyReference(PartyReference)

	A reference to the party that receives the payments corresponding to this structure.
	Party code.

principalExchangeAmount(PrincipalExchangeAmount)

Specifies the principal exchange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.

A choice of the principal amount specification.

principalAmount(NonNegativeMoney)

	Principal exchange amount when explictly stated.

currency(Currency)

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

amount(NonNegativeDecimal)

	The non negative 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.
	Total payment.
	[0;

principalExchangeDate(AdjustableOrRelativeDate)

Date on which each of the principal exchanges will take place. This date is either explictly stated, or is defined by reference to another date in the swap document. In this latter case, it will typically refer to one other date of the equity leg: either the effective date (initial exchange), or the last payment date (final exchange).

A choice of the date specification.

adjustableDate(AdjustableDate)

	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable dates. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.