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Model[FloatFloat_IRS]

"Model[FloatFloat IRS]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type FloatFloat IRS.
The riskless
Yield Curve found in the supplied market data is used for both calculating the required forward rates and discounting the resulting cash flow payments.

The following quantities may be also calculated and reported along the price.
CashFlows
All cash flows displayed in chronological order as a table with a maximum of 18 columns.
The column titles indicate the meaning of the respective data.
In particular:
The column titled #Notional shows the notional that is relevant for determining the respective cash flow, which is the notional at the beginning of the accrual period.
In the special case of fx reset, this will be the converted domestic notional that arises after the fixed foreign notional is multiplied with the spot fx rate observed at the beginning of the accrual period.
The column titled #AdjIndex shows the adjusted index fixing, which equals the sum of the forecasted (forward) index plus a potential convexity adjustment that arises if the index is either non-ibor or sets in arrears.
The column titled #Leg contains the index of the leg that contains the respective cash flow, where 1 stands for the first leg.
The column titled #InLegCF contains the index of the respective cash flow within the containing leg, where 1 stands for the first cash flow in that leg.
Leg 1 BPS
Refers to the output of QuantLib's legBPS function.
Applied on the first leg.
Leg 1 NPV
Refers to the output of QuantLib's legNPV function.
Returns the Net Present Value of the first leg.
Leg 2 BPS
Refers to the output of QuantLib's legBPS function.
Applied on the second leg.
Leg 2 NPV
Refers to the output of QuantLib's legNPV function.
Returns the Net Present Value of the second leg.
Price
The output refers to the price of the referenced tradable contract.