Create a ZAR quarterly, fixed for float Jibar swap.
Description
Create a ZAR quarterly, fixed for float Jibar swap.
Example Sheet
ZARSwap.xlsx
Arguments
- objectName The name that this object will be assigned on the map. Should be unique.
- startDate (Date)First reset date of the swap
- tenor (Tenor)Tenor of swap, must be a whole number of years. Example ‘5Y’.
- rate (Double)The fixed rate paid or received
- payFixed (Boolean)Is the fixed rate paid? Enter ‘TRUE’ for yes.
- notional (Double)Flat notional for all dates.
- jibar *(FloatRateIndex)The float rate index of the swap.(Default value = DEFAULT)