Data Types

data Fpml


Field Type Description
instrument InstrumentKey The instrument’s key.
description Text The description of the swap.
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.
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 Fpml

instance Show Fpml