Index


Key Index in
FxdFlt IRS refers to the floating rate index object of type Interest Rate referenced by the floating leg.
Several values may be also entered here in the form of a
1D-array
Its realized value observed at each floating leg period is used to calculate the respective cash flow amount as described in
IRS
Look at
Indexed Coupon for more information on how the index dates are defined in each period of the floating leg.
If n values are provided, then the first n cash flows are paired with the provided n values in successive order.
If any cash flows are left over, they will use the last value.