CcySwp

TYPE
-Index Type1
-Index Type2
Src CcyUSD
Tgt CcyEUR
Src IndexUSDLibor|3M
Tgt IndexEURLibor|6M
Src Notional113.96
Tgt Notional100
Src ScheduleSched#44
Src Pmt Lag0D{US}
Src Gearing1
Src Spread0
Src Floor
Src Cap
Src In Arrears
-Define Src FX Reset
-Define Src Amortization
Tgt ScheduleSched#45
Tgt Pmt Lag0D{US}
Tgt Gearing1
Tgt Spread0
Tgt Floor
Tgt Cap
Tgt In Arrears
-Define Tgt FX Reset
-Define Tgt Amortization
Ccy Leg Dir
In parent: IRS
-Define Currencies
Currency 1USD
Currency 2EUR
Index 1USDLibor|3M
Index 2EURLibor|6M
Notional 1113.96
Notional 2100
Gearings 11
Spreads 10
Floors 1
Caps 1
Schedule 1Sched#44
Pmt Lag 10D{US}
In Arrears 10
Amort 1Amort
-Define FX Reset 1
Gearings 21
Spreads 20
Floors 2
Caps 2
Schedule 2Sched#45
Pmt Lag 20D{US}
In Arrears 20
Amort 2Amort
-Define FX Reset 2
Leg1 Dir
Init Exchange
Final Exchange
_Notionals 1
_Notionals 2
In parent: Tradable
ID
Ledger Entry
Settle0D
_Dynamic
_CashFlows