SwapCurveValuation

A complex type to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
floatingRateIndex	FloatingRateIndex	Defines floating rate index.	Floating rate index.	Float rate code.	1-1, mre, mfr
indexTenor	Period	The ISDA Designated Maturity, i.e. the tenor of the floating rate.	Floating rate index tenor.		0-1, mre
spread	xsd:decimal	Spread in basis points over the floating rate index.	Spread over the index		0-1, mre
side	QuotationSideEnum	The side (bid/mid/ask) of the measure.	Side of the measure		0-1

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SwapCurveValuation

floatingRateIndex(FloatingRateIndex)

indexTenor(Period)

The ISDA Designated Maturity, i.e. the tenor of the floating rate.

periodMultiplier(integer)

	A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.

period(PeriodEnum)

	A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).
	D;W;M;Y;

spread(decimal)

Spread in basis points over the floating rate index.

side(QuotationSideEnum)

	The side (bid/mid/ask) of the measure.
	Bid;Ask;Mid;