CcySwp
TYPE
Currency Swap
IRS
Swap
Tradable
Type
-Index Type1
CMS
CMS Spread
Fixed
Libor
OI Term
-Index Type2
CMS
CMS Spread
Fixed
Libor
OI Term
Src Ccy
USD
Tgt Ccy
EUR
Src Index
USDLibor|3M
Tgt Index
EURLibor|6M
Src Notional
113.96
Tgt Notional
100
Src Schedule
Sched#35
Src Pmt Lag
0D{US}
Src Gearing
1
Src Spread
0
Src Floor
Src Cap
Src In Arrears
true
false
-Define Src FX Reset
true
false
-Define Src Amortization
true
false
Tgt Schedule
Sched#36
Tgt Pmt Lag
0D{US}
Tgt Gearing
1
Tgt Spread
0
Tgt Floor
Tgt Cap
Tgt In Arrears
true
false
-Define Tgt FX Reset
true
false
-Define Tgt Amortization
true
false
Ccy Leg Dir
BORROW
LEND
In parent: IRS
-Define Currencies
true
false
Currency 1
USD
Currency 2
EUR
Index 1
USDLibor|3M
Index 2
EURLibor|6M
Notional 1
113.96
Notional 2
100
Gearings 1
1
Spreads 1
0
Floors 1
Caps 1
Schedule 1
Sched#35
Pmt Lag 1
0D{US}
In Arrears 1
0
Amort 1
Amort
-Define FX Reset 1
true
false
Gearings 2
1
Spreads 2
0
Floors 2
Caps 2
Schedule 2
Sched#36
Pmt Lag 2
0D{US}
In Arrears 2
0
Amort 2
Amort
-Define FX Reset 2
true
false
Leg1 Dir
PAY
REC
Init Exchange
true
false
Final Exchange
true
false
_Notionals 1
_Notionals 2
In parent: Tradable
ID
Ledger Entry
Settle
0D
_Dynamic
true
false
_CashFlows