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The council is very interested in our working on a demonstration using the Mizuho content, and will see MakoLab has the bandwidth to create a user interface on top of Stardog / Cambridge Semantics.
Notes from John Nowlin on discount notional:
As per your request regarding discount notional amount definition; for interest rate swaps where the contract states that discounting is applicable, a discount rate and discount rate day count fraction are specified. When calculating payments for such a swap a discounted notional amount is used where
Discounted Notional Amount = Notional Amount /( 1 + (Discount Rate X Discount Rate Day Count fraction))
Also, from last week, John Gemski sent some additional links on Interest Rate Swaps:
https://www.wallstreetmojo.com/interest-rate-swap-curve/ - gives an easy to follow example
https://www.citibank.co.kr/cgrp_pjt/jsp/en/fed/fed040030v.jsp?gnbname=fed – gives Citibank’s explanation of interest rate swaps
Note that in both examples they use the term Notional Amount which is the amount that is swapped.