Euribor obj_00008#0002
VanillaSwap obj_0000b#0002

SetPricingEngine 1
Error

Error


NPV #VALUE!
ObjectID

ObjectID


FairRate #VALUE!
Tenor 6M
PayerReceiver Payer

FairSpread #VALUE!
YieldCurve obj_00000#0002
Nominal 1,000,000.00



Permanent

FixedLegSchedule obj_00003#0002



Trigger

FixedRate #VALUE!






FixedLegDayCounter 30/360 (Bond Basis)



IborLeg obj_00009#0002
FloatingLegSchedule obj_00004#0002



Error

IborIndex obj_00008#0002



ObjectID

FloatingLegSpread 0.0000%



PaymentBDC Following
FloatingLegDayCounter Actual/360



Nominals 1,000,000.00
Permanent




ScheduleID obj_00004#0002
Trigger




FixingDays







IsInArrears

Swap obj_0000c#0002

SetPricingEngine 1
DayCounter Actual/360
Error


NPV #VALUE!
Floors

ObjectID




Gearings

LegIDs obj_0000a#0002 obj_00009#0002


IborIndex obj_00008#0002
Payer TRUE FALSE


Spreads

Permanent




Caps

Trigger




Permanent







Trigger
















FixedRateLeg obj_0000a#0002
iswap #VALUE!



Error

status #VALUE!



ObjectID







PaymentBDC Following

bidsz bid mid ask asksz
Nominals 1,000,000.00
GBPA|A-GBP 2Y #VALUE! #VALUE! #VALUE! #VALUE! #VALUE!
ScheduleID obj_00003#0002
GBPA|A-GBP 5Y #VALUE! #VALUE! #VALUE! #VALUE! #VALUE!
Coupons #VALUE!
GBPA|A-GBP 10Y #VALUE! #VALUE! #VALUE! #VALUE! #VALUE!
DayCounter 30/360 (Bond Basis)






Permanent







Trigger








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