Create a ZAR quarterly, fixed for float Jibar swap.

Description

Create a ZAR quarterly, fixed for float Jibar swap.

Example Sheet

ZARSwap.xlsx

Arguments

  • objectName The name of the object to be created.
  • startDate First reset date of the swap(Date)
  • tenor Tenor of swap, must be a whole number of years. Example ‘5Y’.(Tenor)
  • rate The fixed rate paid or received
  • payFixed Is the fixed rate paid? Enter ‘TRUE’ for yes.(Boolean)
  • notional Flat notional for all dates.