Can I read FpML Confirmation for OTC Swap Trade on EtoBox?

FpML Confirmation for OTC Swap Trade by Alina Zaharia is a document available to read on EtoBox.

What is FpML Confirmation for OTC Swap Trade about?

This document is an XML confirmation for a swap transaction between two parties. It contains details of the swap including: - Two swap streams, one where Party 1 pays a fixed rate to Party 2 and one where they pay a floating rate. - Calculation period dates and payment dates spanning from 2008-2028 with quarterly payments on the floating leg and monthly payments on the fixed leg. - Notional, day count conventions, business day conventions, fixing dates and interest rates for calculating payments. - S

Author

Alina Zaharia

Language

EN