Common Information
Parties {{party}},
Trade ID {{deal.ref}}
Valuation Date {{deal.common.valuationDate}}
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
{{date}}
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
{{date}}
Fixing Calendars {{calendar}},
Holiday Dates
{{date}}