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.
|
