contracts / InterestRateSwap / <init>

# <init>

`InterestRateSwap()`

The Interest Rate Swap class. For a quick overview of what an IRS is, see here - http://www.pimco.co.uk/EN/Education/Pages/InterestRateSwapsBasics1-08.aspx (no endorsement) This contract has 4 significant data classes within it, the "Common", "Calculation", "FixedLeg" and "FloatingLeg" It also has 4 commands, "Agree", "Fix", "Pay" and "Mature". Currently, we are not interested (excuse pun) in valuing the swap, calculating the PVs, DFs and all that good stuff (soon though). This is just a representation of a vanilla Fixed vs Floating (same currency) IRS in the R3 prototype model.