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Slot: varyingNotionalCurrency

The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes.

URI: common_domain_model:varyingNotionalCurrency

Name Description Modifies Slot
FxLinkedNotionalSchedule A data to: describe a notional schedule where each notional that applies to a… no
Property Value
Range string
Domain Of FxLinkedNotionalSchedule
Property Value
Required Yes
Property Value
Owner FxLinkedNotionalSchedule
property value
rosetta_metadata scheme
Mapping Type Mapped Value
self common_domain_model:varyingNotionalCurrency
native common_domain_model:varyingNotionalCurrency
name: varyingNotionalCurrency
annotations:
rosetta_metadata:
tag: rosetta_metadata
value: scheme
description: The currency of the varying notional amount, i.e. the notional amount
being determined periodically based on observation of a spot currency exchange rate.
The list of valid currencies is not presently positioned as an enumeration as part
of the CDM because that scope is limited to the values specified by ISDA and FpML.
As a result, implementers have to make reference to the relevant standard, such
as the ISO 4217 standard for currency codes.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: FxLinkedNotionalSchedule
domain_of:
- FxLinkedNotionalSchedule
range: string
required: true