Fxd Rates


Key Fxd Rates in
FxdFlt IRS refers to the 1D-array of predefined constant rates that determine the applicable rate used in calculating each fixed leg cash flow amount as described in FxdFlt IRS
If n values are provided, then the first n cash flows are paired with the provided n values in successive order.
If any cash flows are left over, they will use the last value.

Note, if the swap's type is
OIS and the entry here is set equal to N/A, any explicit setting for Is ATM is ignored and the swap is considered atm with a likely rate shift optionally specified by the entry ATM Shift