{{date}} |
Common Information | |
---|---|
Parties | {{party}}, |
Trade ID | {{deal.ref}} |
Valuation Date | {{deal.common.valuationDateDescription}} |
Legal Document Hash | {{deal.common.hashLegalDocs}} |
Interest Rates | {{deal.common.interestRate.name}} with tenor {{deal.common.interestRate.tenor.name}} via oracle {{deal.common.interestRate.oracle}} |
Fixed Leg | ||
---|---|---|
Payer | {{deal.fixedLeg.fixedRatePayer}} | |
Notional | {{deal.fixedLeg.notional.quantity | number}} {{deal.fixedLeg.notional.token}} | |
Payment Frequency | {{deal.fixedLeg.paymentFrequency}} | |
Effective From | {{deal.fixedLeg.effectiveDate}} | |
Fixed Rate | - {{deal.fixedLeg.fixedRate.value}}% | |
Terminates | {{deal.fixedLeg.terminationDate}} | |
Payment Rule | {{deal.fixedLeg.paymentRule}} | |
Payment Calendars | {{calendar}}, | |
Holiday Dates
|
Floating Leg | |||
---|---|---|---|
Payer | {{deal.floatingLeg.floatingRatePayer}} | ||
Notional | {{deal.floatingLeg.notional.quantity | number}} {{deal.floatingLeg.notional.token}} | ||
Payment Frequency | {{deal.floatingLeg.paymentFrequency}} | ||
Effective From | {{deal.floatingLeg.effectiveDate}} | ||
Index | {{deal.floatingLeg.index}} | ||
Terminates | {{deal.floatingLeg.terminationDate}} | ||
Payment Rule | {{deal.floatingLeg.paymentRule}} | ||
Payment Calendars | {{calendar}}, | ||
Holiday Dates
|
|||
Fixing Calendars | {{calendar}}, | ||
Holiday Dates
|
|||
Fixings
|