Layout Reference for IRS

Reference layouts contain long / short name, description, and required /optional values for Interest Rate Swaps.

  • Basic Layout - provides the mimimal number of fields required for an IRS swap.
  • Simple Layout - provides a sImple layout for an IRS swap.
  • Extended Layout - provides a layout for all fields that can be displayed for any type of IRS.

The OTC Product List contains general swap product information and additional product specifications for:

  • Fixed / Float IRS
  • Zero Coupon Swap (ZCS)
  • Basis Swap
  • Overnight Index Swap (OIS)
  • Forward Rate Agreement (FRA)
  • Calendars and ISDA / FPML codes