This block is used in case of a creation or an update of an interest rate swap.
Available Blocks under the < vanillaSwap > Root Block
Block | M/O | Description |
---|---|---|
|
Mandatory | Meta-data for the deal. Block contents is described in meta. |
|
Mandatory | Main transaction characteristics (party, counterparty, characteristics, etc.). Block contents is described below. |
|
Mandatory | Information regarding amortization profile. Block contents is described in amortization. |
|
Mandatory | type=SwapLegType. Characteristics of the paid leg. Block content is described below. |
|
Mandatory | type=SwapLegType. Characteristics of the received leg. Block content is described below. |
|
Optional | List of actions that impacts the lifecycle of the deal. |
|
Optional | Values for custom attributes on the loan (if any). Block contents is described in customProperties. |
Available Blocks for the < contract > Block under the < vanillaSwap > Block
Block | M/O | Comments |
---|---|---|
|
Mandatory | type=String. Reference of the deal. |
|
Mandatory | type=Date |
|
Mandatory | type=String. The party has to be referenced in the system. |
|
Mandatory | type=String. The counterparty has to be referenced in the system. |
|
Mandatory | type=decimal |
|
Mandatory | type=String. ISO code of the currency. |
|
Mandatory | type=decimal |
|
Mandatory | type=Date |
|
Optional | type=Date. First roll date for the paid leg. |
|
Optional | type=Date. First roll date for the paid leg. |
|
Mandatory | type=Date |
Available Blocks for the < paidLeg > and < receivedLeg > Block
Block | M/O | Description |
---|---|---|
|
Mandatory | Information regarding interest payment dates. Block contents is described in scheduling. |
|
Mandatory | Information regarding interest rate. Block contents is described in indexing. |
|
Optional |
Schedule for the deal. Block contents is described in schedule. This field is optional.
|