ois

TYPE
-Set as ATM
Use Term Rate
ON IndexSofr
Looking
Build Rule
Obs Lag0
Lookback0
Rate Cutoff1
Notional1
AmortAmort
Term IndexOiTermRt
In parent: FxdFlt IRS
-Define Notionals
-Int Rate Type
IndexOiTermRt
Gearing1
Spread0
Floor
Cap
Flt ScheduleSched#28
Flt Pmt Lag2B{US_GOVBOND}
Flt Notional1
Flt AmortAmort
Fxd Rate0.04
Fxd ScheduleSched#27
Fxd Pmt Lag2B{US_GOVBOND}
Fxd Notional1
Fxd AmortAmort
Fxd Leg Dir
In parent: IRS
-Define Currencies
-Index Type 1
-Index Type 2
Currency 1USD
Currency 2USD
Index 1
Index 2OiTermRt
Notional 11
Notional 21
Gearings 11
Spreads 10.04
Floors 1
Caps 1
Schedule 1Sched#27
Pmt Lag 12B{US_GOVBOND}
Lag on Principal 1
Amort 1Amort
-Define FX Reset 1
Gearings 21
Spreads 20
Floors 2
Caps 2
Schedule 2Sched#28
Pmt Lag 22B{US_GOVBOND}
Lag on Principal 2
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