FxSwp

TYPE
Src CcyUSD
Start Src Not113.96
End Src Not113.96
Tgt CcyEUR
Start Tgt Not100
End Tgt Not100
Start15-Mar-2019
End as Date
End16-Sep-2019
Ccy Leg Dir
In parent: IRS
-Define Currencies
-Define Notionals
-Index Type 1
-Index Type 2
Currency 1USD
Currency 2EUR
Index 1
Index 2
Notional 1113.96
Notional 2100
Gearings 11
Spreads 10
Floors 1
Caps 1
Schedule 1Sched#148
Pmt Lag 10D
Lag on Principal 1
Amort 1Amort#1
-Define FX Reset 1
Gearings 21
Spreads 20
Floors 2
Caps 2
Schedule 2Sched#148
Pmt Lag 20D
Lag on Principal 2
Amort 2Amort#2
-Define FX Reset 2
Leg1 Dir
Init Exchange
Final Exchange
_Notionals 1
_Notionals 2
In parent: Tradable
ID
Ledger Entry
Settle0D
_Dynamic
_CashFlows