FxdFlt IRS


FxdFlt IRS is a direct subtype of IRS
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with functions FxdFlt IRS Functions, direct subtypes FxdFlt IRS subtypes, keys FxdFlt IRS keys and example object FxdFltIRS

TYPE INCLUSION RELATIONSHIPS

IRS

FxdFlt IRS

FxdIbor IRS

OIS

</defs>

AVAILABLE FUNCTIONS

Create

Fair Rate

Fair Spread

</defs>

AVAILABLE CREATE FUNCTION KEYS

Cap

Floor

Flt Amort

Flt Notional

Flt Pmt Lag

Flt Schedule

Fxd Amort

Fxd Leg Dir

Fxd Notional

Fxd Pmt Lag

Fxd Rate

Fxd Schedule

Gearing

In Arrears 1

Index

Spread

</defs>

TYPICAL OBJECTS OF TYPE FxdFlt IRS

FxdFltIRS

</defs>

This type 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 has an unspecified index so that it represents a fixed rate leg.