# XML Schema Documentation

### Complex Type: FxLinkedNotionalSchedule

#### [Table of contents]

Super-types: | None
Sub-types: | None

Name | FxLinkedNotionalSchedule
Used by (from the same schema document) | Complex Type Calculation
Abstract | no
Documentation | A type to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.

XML Instance Representation
<...>
<constantNotionalScheduleReference> ScheduleReference </constantNotionalScheduleReference> [1]

'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.'

<initialValue> xsd:decimal </initialValue> [0..1]

'The initial currency amount for the varying notional.'

<varyingNotionalCurrency> Currency </varyingNotionalCurrency> [1]

'The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate.'

<varyingNotionalFixingDates> RelativeDateOffset </varyingNotionalFixingDates> [1]

'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.'

<fxSpotRateSource> FxSpotRateSource </fxSpotRateSource> [1]

'The information source and time at which the spot currency exchange rate will be observed.'

<varyingNotionalInterimExchangePaymentDates> RelativeDateOffset </varyingNotionalInterimExchangePaymentDates> [1]

'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).'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="FxLinkedNotionalSchedule">
<xsd:sequence>
<xsd:element name="constantNotionalScheduleReference" type=" ScheduleReference "/>
<xsd:element name="initialValue" type=" xsd:decimal " minOccurs="0"/>
<xsd:element name="varyingNotionalCurrency" type=" Currency "/>
<xsd:element name="varyingNotionalFixingDates" type=" RelativeDateOffset "/>
<xsd:element name="fxSpotRateSource" type=" FxSpotRateSource "/>
<xsd:element name="varyingNotionalInterimExchangePaymentDates" type=" RelativeDateOffset "/>
</xsd:sequence>
</xsd:complexType>