VanIRS

TYPE
Spread0
Is ATM
Fxd Rate0.04
Notional1
Pmt Date BumpMF
Indexed Coupon
In parent: FxdIbor Swap
Ibor IndexUSDLibor|3M
Stub Indices
Fixing Days
In parent: FxdFlt IRS
-Int Rate Type
IndexUSDLibor|3M
Gearing1
Floor
Cap
Flt ScheduleSched#26
Flt Pmt Lag0B{GB_LSX||US_LiborImp|MF}
In Arrears 1
Flt Notional1
Flt AmortAmort
Fxd Rates0.04
Fxd ScheduleSched#25
Fxd Pmt Lag0B{GB_LSX||US_LiborImp|MF}
Fxd Notional1
Fxd AmortAmort
Fxd Leg Dir
In parent: IRS
-Define Currencies
-Index Type 1
-Index Type 2
Currency 1USD
Currency 2USD
Index 1
Index 2USDLibor|3M
Notional 11
Notional 21
Gearings 11
Spreads 10.04
Floors 1
Caps 1
Schedule 1Sched#25
Pmt Lag 10B{GB_LSX||US_LiborImp|MF}
Amort 1Amort
-Define FX Reset 1
Gearings 21
Spreads 20
Floors 2
Caps 2
Schedule 2Sched#26
Pmt Lag 20B{GB_LSX||US_LiborImp|MF}
In Arrears 20
Amort 2Amort
-Define FX Reset 2
Leg1 Dir
Init Exchange
Final Exchange
_Notionals 1
_Notionals 2
In parent: Tradable
ID
Ledger Entry
Settle0D
_Dynamic
_CashFlows