Is ATM


Key Is ATM in
Vanilla IRS refers to an optional boolean that - when TRUE - declares the swap to be At-The-Money.
If not defined, the default is FALSE and a strike must be supplied at
Fxd Rate
If set to TRUE, the swap becomes a
dynamic tradable, whereby its contractual fixed rate is left unspecified.

Note, if the entry
Fxd Rate is set equal to N/A, any setting entered here by the user is ignored and is reset to TRUE