Schema Central > FpML 5.0 Confirmation > fpml-bond-option-5-0.xsd > swapUnwindValue
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swapUnwindValue

Element information

Type: SwapCurveValuation

Properties: Local, Qualified

Content

Attributes

None

Used in

Sample instance

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

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