Notionals
Key Notionals in Amortization refers to the array of notional amounts that apply on the successive reference dates, which are typically the dates defining the accrual intervals of a cash flow schedule.
The number of supplied elements cannot exceed the number of reference dates.
The first element applies to the first reference date and equals the initial notional before any amortization takes place.
If the array size is smaller than the number of reference dates, the last element will apply to all remaining dates.