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common-domain-model

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

Section titled “Applicable Classes”
Name Description Modifies Slot
ResolvablePriceQuantity Generic class to specify the quantity for different payout legs in a contract… no

Properties

Section titled “Properties”

Type and Range

Section titled “Type and Range”
Property Value
Range FutureValueAmount
Domain Of ResolvablePriceQuantity

Slot Characteristics

Section titled “Slot Characteristics”
Property Value
Owner ResolvablePriceQuantity

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:futureValueNotional
native common_domain_model:futureValueNotional

LinkML Source

Section titled “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
owner: ResolvablePriceQuantity
domain_of:
- ResolvablePriceQuantity
range: FutureValueAmount