Currency Swap Old


Currency Swap Old is a direct subtype of Multi Leg Swap
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with functions Currency Swap Old Functions, keys Currency Swap Old keys and example object CcySwpOld

TYPE INCLUSION RELATIONSHIPS

Multi Leg Swap

Currency Swap Old

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AVAILABLE FUNCTIONS

Create

Fair Spread

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AVAILABLE CREATE FUNCTION KEYS

Direction

Final Exchange

Init Exchange

Src Amort

Src Base Value

Src Cap

Src Ccy

Src FX Reset

Src Floor

Src Gearing

Src Growth Only

Src In Arrears

Src Index

Src Index Interp

Src Lag on Principal

Src Leg Type

Src Notional

Src Observ Lag

Src Pmt Lag

Src Rate

Src Rate Def

Src Reset Cal

Src Reset Ccy

Src Reset Fix

Src Reset Not

Src Schedule

Src Spread

Tgt Amort

Tgt Base Value

Tgt Cap

Tgt Ccy

Tgt FX Reset

Tgt Floor

Tgt Gearing

Tgt Growth Only

Tgt In Arrears

Tgt Index

Tgt Index Interp

Tgt Lag on Principal

Tgt Leg Type

Tgt Notional

Tgt Observ Lag

Tgt Pmt Lag

Tgt Rate

Tgt Rate Def

Tgt Reset Cal

Tgt Reset Ccy

Tgt Reset Fix

Tgt Reset Not

Tgt Schedule

Tgt Spread

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TYPICAL OBJECTS OF TYPE Currency Swap Old

CcySwpOld

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This type represents a product identical with the Currency Swap with the only exception being that this type here also supports the function Fair Spread
It is retained as legacy for a short time period.
You are advised to switch to using the Currency Swap as soon as possible to avoid a future disruption.
If after the switch you need to calculate the fair spread, you can either use the Price function together with the key Fair Value, or apply the Fair Value function on an existing Valuation object that holds the prising result of a Currency Swap Old tradable.