Vanilla IRS

Vanilla IRS is a direct subtype of FxdIbor Swap with functions Vanilla IRS Functions, keys Vanilla IRS keys and example object VanIRS that represents a plain vanilla interest rate swap, whereby a fixed interest rate is exchanged for ibor rate in regular time intervals until the swap's maturity.
It may be regarded as a special case of FxdIbor Swap with flat rates and notionals and all gearings set to 1.
It corresponds to the QuantLib type VanillaSwap.

The pricing methodology is specified in Model[IRS]