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Corrected the currency mismatch in the example trade.
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parent
9e32d62d0f
commit
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@ -3,7 +3,7 @@
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"fixedRatePayer": "Bank A",
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"fixedRatePayer": "Bank A",
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"notional": {
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"notional": {
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"quantity": 2500000000,
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"quantity": 2500000000,
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"token": "USD"
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"token": "EUR"
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},
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},
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"paymentFrequency": "SemiAnnual",
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"paymentFrequency": "SemiAnnual",
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"effectiveDate": "2016-03-11",
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"effectiveDate": "2016-03-11",
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@ -28,7 +28,7 @@
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"floatingRatePayer": "Bank B",
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"floatingRatePayer": "Bank B",
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"notional": {
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"notional": {
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"quantity": 2500000000,
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"quantity": 2500000000,
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"token": "USD"
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"token": "EUR"
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},
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},
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"paymentFrequency": "Quarterly",
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"paymentFrequency": "Quarterly",
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"effectiveDate": "2016-03-11",
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"effectiveDate": "2016-03-11",
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