Ccy Swap Ibor Ibor Object
TYPE
Variant
Data
Type
Leg 1 NPV
-6.141896170598784e-05
Leg 2 NPV
-0.01298452379184312
Leg 1 BPS
-0.01132741183302725
Leg 2 BPS
0.0114126961374072
CashFlows
Set#1
Value
-0.0130459427535491
Proc Time
0.01