Go to Deriscope's documentation start page

Currency_Swap__Leg_Type

Leg Type refers to List of the possible types of the respective leg of the Currency Swap financial product.
Available Leg Type types:
Cms
All cash flows in the respective leg are linked to an index of type
Swap Rate
Their collection represents a bond of type
CMS Rate Bond
Cpi
All cash flows in the respective leg are linked to an index of type
Inflation Index that has Inflation Index::Quote Type = Relative
Their collection represents a bond of type
Inflation Bond
Fixed
All cash flows in the respective leg are fixed in the sense that they are not linked to any particular index.
Their collection represents a bond of type
Fixed Rate Bond
Ibor
All cash flows in the respective leg are linked to an index of type
Ibor Rate
Their collection represents a bond of type
Ibor Rate Bond