Transaction Creation/Update Block: crossCurrencySwap

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 properties 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=StringISO code of the currency of the paid leg.
<receivedNotional>
Mandatory type=decimal. Notional amount of the received leg.
<receivedCurrency>
Mandatory type=StringISO code of the currency of the received leg.
<premium>
Mandatory type=decimal
<premiumCurrency>
Mandatory type=StringISO 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.
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