Field LegPaymentStreamFutureValueNotional (40329) - FIX Protocol FIX.5.0SP2 EP240

Type: Amt

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 in protocol FIX.5.0SP2 (161)

Used in components