FxdIbor Swap


FxdIbor Swap is a
direct subtype of FxdFlt IRS with functions FxdIbor Swap Functions, direct subtypes FxdIbor Swap subtypes, keys FxdIbor Swap keys and example object FxdIbSwp that represents a plain vanilla interest rate swap, whereby a fixed interest rate is exchanged for ibor rate in regular time intervals until the swap's maturity.
It may be regarded as a special case of
FxdFlt IRS with flat spreads and gearings and the index being of type Ibor Rate
It corresponds to the QuantLib type NonstandardSwap.

The pricing methodology is specified in
Model[IRS]