YldCrvFxb 1

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 CrvEURCrv
Src Cp Prd6M
Src Pmt Lag0D
Src Lag on Principal
Tgt Past Fixing
Tgt Gearing1
Tgt Forc CrvUSDCrv#1
Tgt Cp Prd6M
Tgt Pmt Lag0D
Tgt Lag on Principal
SpotFXVal#5
EOM
Spread On Src
-Both Legs Carry Spread
Rule
Spot Settle Quotes0
Pillar Choice
Setset_#181