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Multi_Leg_Swap_GroupMulti Leg Swap is a child type of Swap that represents a swap that may contain any number of legs.
Each leg is represented by an object of type either Bond or BondExt and effectively represents a stream of cash flows.
The BondExt type is needed when the associated notional depends on time or on the spot value of a foreign exchange rate.
An optional initial and final notional payment may be independently specified for each leg.
A notional time dependency is not allowed in the case of fx reset or inflation linked flows.
Note this product's pricing is carried out by the ORE library.
The following direct subtypes exist: