fpml:notionalQuantitySchedule

Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.

Element information

Content

• Sequence [1..1]
  1. Choice [1..1]
     • fpml:notionalStep [1..*]    The Notional Quantity per Calculation Period. There must be a Notional Quantity specified for each Calculation Period, regardless of whether the quantity changes or remains the same between periods.
     • fpml:settlementPeriodsNotionalQuantitySchedule [1..*]    For an electricity transaction, the Notional Quantity schedule for a one or more groups of Settlement Periods to which the Notional Quantity is based. If the schedule differs for different groups of Settlement Periods, this element should be repeated.
  from group fpml:CommodityCalculationPeriodsPointer.model
  Choice [1..1]
  • fpml:calculationPeriodsReference    A pointer style reference to the Calculation Periods defined on another leg.
  • fpml:calculationPeriodsScheduleReference    A pointer style reference to the Calculation Periods Schedule defined on another leg.
  • fpml:calculationPeriodsDatesReference    A pointer style reference to single-day-duration Calculation Periods defined on another leg.

Attributes

Used in

• Group fpml:CommodityNotionalQuantity.model
• Group fpml:CommodityFinancialOption.model via reference to fpml:CommodityNotionalQuantity.model
• Type fpml:CommodityOption via reference to fpml:CommodityFinancialOption.model (Element fpml:commodityOption)
• Type fpml:FixedPriceLeg via reference to fpml:CommodityNotionalQuantity.model (Element fpml:fixedLeg)
• Type fpml:FloatingPriceLeg via reference to fpml:CommodityNotionalQuantity.model (Element fpml:floatingLeg)

Sample instance

<fpml:notionalQuantitySchedule>
   <fpml:notionalStep>
      <fpml:quantityUnit>normalizedString</fpml:quantityUnit>
      <fpml:quantityFrequency>normalizedString</fpml:quantityFrequency>
      <fpml:quantity>1.0</fpml:quantity>
   </fpml:notionalStep>
   <fpml:calculationPeriodsReference href="IDREF"/>
</fpml:notionalQuantitySchedule>