fpml:swapUnwindValue

Element information

Content

• Sequence [1..1]
  from group fpml:FloatingRateIndex.model
  fpml:floatingRateIndex [1..1]    
  fpml:indexTenor [0..1]    The ISDA Designated Maturity, i.e. the tenor of the floating rate.
  1. fpml:spread [1..1]    Spread in basis points over the floating rate index.
  2. fpml:side [0..1]    The side (bid/mid/ask) of the measure.

Attributes

None

Used in

• Type fpml:ReferenceSwapCurve (Element fpml:referenceSwapCurve)

Sample instance

<swapUnwindValue>
   <floatingRateIndex>JPY-LIBOR-BBA</floatingRateIndex>
   <indexTenor>
      <periodMultiplier>6</periodMultiplier>
      <period>M</period>
   </indexTenor>
   <spread>27</spread>
</swapUnwindValue>