YldCrvFxb

TYPE
-Tgt CurrencyUSD
-Src CurrencyEUR
-Src Index Is OI
-Tgt Index Is OI
Src IndexEURLibor|6M
Tgt IndexUSDLibor|6M
Swap Settle2B{TARGET||GB_LSX}
Src Past Fixing
Src Gearing1
Src Disc CrvEURCrv
Src Forc Crv
Src Cp Prd6M
Src Pmt Lag0D
Src Lag on Principal
Tgt Past Fixing
Tgt Gearing1
Tgt Forc CrvUSDCrv
Tgt Cp Prd6M
Tgt Pmt Lag0D
Tgt Lag on Principal
SpotFXVal
EOM
Spread On Src
-Both Legs Carry Spread
Rule
Spot Settle Quotes0
Pillar Choice
Setset_#172