Notionals 1


Key _Notionals 1 in
IRS refers to a Set containing the notionals that apply on the successive accrual periods of the first leg.
It consists of N+1 rows, where N is the number of accrual periods.
The first row shows the notional amount underlying the first accrual period, and so on.
In particular, the penultimate row shows the notional amount underlying the last accrual period.
The last row shows the notional applying at the maturity of the first leg that is used to determine the terminal amount paid in the case of
Final Exchange = true
If the notionals are not flat, their consecutive differences are paid only if the corresponding amortization schedule specified in
Amort 1 has Change Is Paid = true
In the latter case, the difference between the last two elements is paid out at maturity.
Look at
IRS for how the notional affects the payoff in formal terms.

Note this key is prefixed by _, which indicates it is regarded as a read-only part of the object's data and therefore its associated value cannot be edited.
For that reason it does not appear as part of the input data.
It carries informational only value for the user and appears as part of its contents.
Also it completely depends on the remaining object contents and therefore is never part of the exported object's data.