sdk.lusid.models.interest_rate_swap

LUSID API

FINBOURNE Technology # noqa: E501

Contact: info@finbourne.com Generated by OpenAPI Generator (https://openapi-generator.tech)

Do not edit the class manually.

Classes

InterestRateSwap

LUSID representation of an Interest Rate Swap, including: * Vanilla (single currency fixed-float non-amortising) * CrossCurrency (>1 currency is used by the swap legs) * Basis (single currency, floating-floating legs of different tenors) * Amortising (the swap has 1+ leg with amortised notional) This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).