Data Types

data ForeignExchange

Describes the attributes of a Foreign Exchange swap.


Field Type Description
instrument InstrumentKey The instrument’s key.
description Text The description of the swap.
firstFxRate Decimal The fx rate used for the first swap payment.
finalFxRate Decimal The fx rate used for the final swap payment.
issueDate Date The date when the swap was issued.
firstPaymentDate Date The first payment date of the swap.
maturityDate Date The final payment date of the swap.
baseCurrency InstrumentKey The base currency of the swap, which will be exchanged to another (foreign) currency on the first payment date. For example, in case of USD this should be a USD cash instrument.
foreignCurrency InstrumentKey The foreign currency of the swap. For example, in case of EUR this should be a EUR cash instrument.
lastEventTimestamp Time (Market) time of the last recorded lifecycle event. If no event has occurred yet, the time of creation should be used.

instance Eq ForeignExchange

instance Show ForeignExchange