TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
40618UnderlyingPaymentStreamFutureValueNotionalFutValNotlAmt

The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.

Added EP161

Used in components:
[UnderlyingPaymentStreamFixedRate]