SwapRt 2
TYPE
Swap Rate
Interest Rate
Quotable
Type
Swap Rate Type
ChfLiborSwapIsdaFix
Custom
EurLiborSwapIfrFix
EurLiborSwapIsdaFixA
EurLiborSwapIsdaFixB
GbpLiborSwapIsdaFix
JpyLiborSwapIsdaFixAm
JpyLiborSwapIsdaFixPm
UsdLiborSwapIsdaFixAm
UsdLiborSwapIsdaFixPm
Tenor
3Y
Index
USDLibor|3M
Fxd Period
6M
Name
Custom
Settlement
2B{GB_LSX|MF}
Fxd DayCount
30/360
