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Transaction Creation/Update Block: crossCurrencySwap

Updated June 04, 2025 08:00

This block is used in case of a creation or an update of a cross currency swap.

Available Blocks under the < crossCurrencySwap > Root Block

Block	M/O	Description
`<meta>`	Mandatory	Meta-data for the deal. Block contents is described in meta.
`<contract>`	Mandatory	Main transaction characteristics (party, counterparty, characteristics, etc.). Block contents is described below.
`<amortization>`	Mandatory	Information regarding amortization profile. Block contents is described in amortization.
`<paidLeg>`	Mandatory	type=SwapLegType. Characteristics of the paid leg. Block content is described below.
`<receivedLeg>`	Mandatory	type=SwapLegType. Characteristics of the received leg. Block content is described below.
`<actions>`	Optional	List of actions that impacts the lifecycle of the deal.
`<customProperties>`	Optional	Values for custom attributes on the loan (if any). Block contents is described in customProperties.

Available Blocks for the < contract > Block under the < crossCurrencySwap > Block

Block	M/O	Comments
`<reference>`	Mandatory	type=String. Reference of the deal.
`<tradeDate>`	Mandatory	type=Date
`<party>`	Mandatory	type=String. The party has to be referenced in the system.
`<counterparty>`	Mandatory	type=String. The counterparty has to be referenced in the system.
`<paidNotional>`	Mandatory	type=decimal. Notional amount of the paid leg.
`<paidCurrency>`	Mandatory	type=String. ISO code of the currency of the paid leg.
`<receivedNotional>`	Mandatory	type=decimal. Notional amount of the received leg.
`<receivedCurrency>`	Mandatory	type=String. ISO code of the currency of the received leg.
`<premium>`	Mandatory	type=decimal
`<premiumCurrency>`	Mandatory	type=String. ISO code of the currency of the premium. The currency of the premium must be the currency of the paid or of the received leg.
`<startDate>`	Mandatory	type=Date
`<paidFirstRollDate>`	Optional	type=Date. First roll date for the paid leg.
`<receivedFirstRollDate>`	Optional	type=Date. First roll date for the paid leg.
`<endDate>`	Mandatory	type=Date

Available Blocks for the < paidLeg > and < receivedLeg > Block

Block	M/O	Description
`<scheduling>`	Mandatory	Information regarding interest payment dates. Block contents is described in scheduling.
`<indexing>`	Mandatory	Information regarding interest rate. Block contents is described in indexing.
`<schedule>`	Optional	Schedule for the deal. Block contents is described in schedule. This field is optional. if no value is provided, Fairways Debt generates the schedule by using on the characteristics of the deal, provided in the `<scheduling>` and `<indexing>` blocks. if the schedule is provided, Fairways Debt considers it as the ‘real’ schedule, regardless of the values provided in the `<scheduling>` and `<indexing>` blocks.