1

TYPE
-Define Currencies
-Define Notionals
-Index Type 1
-Index Type 2
Currency 1USD
Currency 2USD
Index 1SwapRt
Index 2USDLibor|3M
Notional 11
Notional 21
Gearings 11
Spreads 10.01
Floors 1
Caps 1
Schedule 1Sched#35
Pmt Lag 10B{GB_LSX}
Lag on Principal 1
Amort 1Amort
-Define FX Reset 1
Gearings 21
Spreads 20.01
Floors 2
Caps 2
Schedule 2Sched#36
Pmt Lag 20B{GB_LSX}
Lag on Principal 2
In Arrears 20
Amort 2Amort
-Define FX Reset 2
Leg1 Dir
Init Exchange
Final Exchange
_Notionals 1
_Notionals 2
In parent: Tradable
ID
Ledger Entry
Settle0D
_Dynamic
_CashFlows