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Slot: futureValueNotional

The future value notional is specific to BRL CDI swaps, and is specified alongside the notional amount. The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency should always match that expressed in the notional schedule. The value date should match the adjusted termination date.

URI: common_domain_model:futureValueNotional

Applicable Classes

Name Description Modifies Slot
ResolvablePriceQuantity Generic class to specify the quantity for different payout legs in a contract... no

Properties

Type and Range

Property Value
Range FutureValueAmount
Domain Of ResolvablePriceQuantity

Cardinality and Requirements

Property Value

Identifier and Mapping Information

Schema Source

Mappings

Mapping Type Mapped Value
self common_domain_model:futureValueNotional
native common_domain_model:futureValueNotional

LinkML Source

name: futureValueNotional
description: 'The future value notional is specific to BRL CDI swaps, and is specified
  alongside the notional amount. The value is calculated as follows: Future Value
  Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction).
  The currency should always match that expressed in the notional schedule. The value
  date should match the adjusted termination date.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- ResolvablePriceQuantity
range: FutureValueAmount