Index


Key Index in
FxdFlt IRS refers to the floating rate index object of type Interest Rate referenced by the floating leg.
Its realized value observed at each floating leg period is used to calculate the respective cash flow amount as described in
IRS
This entry may also hold a
1D-array of indices.
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.