YldCrvSwp 2
TYPE
Yield Curve Swp
Yield Curve Input
Financial
Data
Type
-Tgt Currency
USD
Fxd Ref Period
1Y
Ibor Index
USDLibor|6M
Fxd DayCount
ACT/360
Calendar
GB_LSX
Flt Pmt Lag
0D
Fxd Pmt Lag
0D
Start Delay
0D
EOM
true
false
Indexed Coupon
true
false
Disc Crv
Pillar Choice
Custom Date
Last Date
Maturity
-Add Swap Spreads
true
false
-Add Fxd Periods
true
false
-Add Indices
true
false
Set
set_#177
