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YldCrvSwp

TYPE
-CurrencyUSD
Fxd Ref Period3M
Ibor IndexUSDLibor|3M
Fxd DayCount30/360
CalendarGB_LSX
Flt Pmt Lag0D
Fxd Pmt Lag0D
Start Delay0D
EOM
Indexed Coupon
Disc Crv
Pillar Choice
-Add Swap Spreads
-Add Fxd Periods
-Add Indices
SetSet#1