Currency Swap Old


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