AVAILABLE CREATE FUNCTION KEYS
TYPICAL OBJECTS OF TYPE Vanilla IRS
This type represents that represents a plain vanilla interest rate swap, whereby a fixed interest rate is exchanged for ibor rate in regular time intervals until the swap's maturity.
Web blog examples here and here
It may be regarded as a special case of FxdIbor IRS with flat rates and notionals and all gearings set to 1.
It corresponds to the QuantLib type VanillaSwap.
The pricing methodology is specified in Model[IRS]