FxLinkedNotionalAmount
Type CDM 7.2.0A data to: describe the cashflow representation for FX linked notionals.
Extends —
Extended by —
Attributes 4
Namespace cdm.product.common.schedule
Attributes
All 4 declared on FxLinkedNotionalAmount. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| resetDate | date | 0..1 | The reset date. |
| adjustedFxSpotFixingDate | date | 0..1 | The date on which the FX spot rate is observed. This date should already be adjusted for any applicable business day convention. |
| observedFxSpotRate | number | 0..1 | The actual observed FX spot rate. |
| notionalAmount | number | 0..1 | The calculation period notional amount. |
Referenced by
1 type holds a FxLinkedNotionalAmount as an attribute.
Open FxLinkedNotionalAmount in the Model Browser
Walk the tree and the reference graph interactively, and switch releases to see how the type has changed. Free, no signup.