FxdFlt IRS

FxdFlt IRS is a
direct subtype of IRS with functions FxdFlt IRS Functions, direct subtypes FxdFlt IRS subtypes, keys FxdFlt IRS keys and example object FxdFltIRS that represents an interest rate swap, whereby a fixed interest rate is exchanged for floating interest rate in regular time intervals until the swap's maturity.
It is modelled as a
IRS, where one leg represents a fixed rate leg with its index left undefined.