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.cdm-java.5.9.1.source-code.cdm-product-common-schedule-FxLinkedNotionalAmount.schema.json Maven / Gradle / Ivy

{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.product.common.schedule",
  "type": "object",
  "title": "FxLinkedNotionalAmount",
  "description": "A data to:  describe the cashflow representation for FX linked notionals.",
  "properties": {
    "resetDate": {
      "description": "The reset date.",
      "type": "string"
    },
    "adjustedFxSpotFixingDate": {
      "description": "The date on which the FX spot rate is observed. This date should already be adjusted for any applicable business day convention.",
      "type": "string"
    },
    "observedFxSpotRate": {
      "description": "The actual observed FX spot rate.",
      "type": "number"
    },
    "notionalAmount": {
      "description": "The calculation period notional amount.",
      "type": "number"
    }
  }
}