Index 1

Key Index 1 in
IRS refers to the floating rate index related to the first leg, expressed as an object of type Interest Rate
Its realized value observed at each cash flow period is used to calculate the respective cash flow amount as described in
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.