template Instrument

This template models a swap specified by FpML swapStream modules. It can contain one or several legs of different types: fix or floating rates

Signatory: depository, issuer

Field Type Description
depository Party The depository of the instrument.
issuer Party The issuer of the instrument.
id Id An identifier of the instrument.
version Text The instrument’s version.
holdingStandard HoldingStandard The holding standard for holdings referencing this instrument.
description Text A description of the instrument.
swapStreams [SwapStream] Each element describes a stream of swap payments, for example a regular fixed or floating rate.
issuerPartyRef Text Used to the identify which counterparty is the issuer in the swapStream.
calendarDataProvider Party The reference data provider to use for the holiday calendar.
currencies [InstrumentKey] The currencies of the different swap legs, one for each swapStream. For example, if one leg pays in USD this should be a USD cash instrument.
observers PartiesMap The observers of the instrument.
lastEventTimestamp Time (Market) time of the last recorded lifecycle event. If no event has occurred yet, the time of creation should be used.

Data Types

type T

= Instrument

Type synonym for Instrument.