Deriscope

The Excel Derivatives Periscope

Coverage

Ccy_Swap_Ibor_Ibor_Object

TYPE
Leg 1 NPV-6.141896170598784e-05
Leg 2 NPV-0.01298452379184312
Leg 1 BPS-0.01132741183302725
Leg 2 BPS0.0114126961374072
CashFlowsSet#3
Value-0.0130459427535491
Proc Time0.007