201702 BalanceSheetProjections
Order | Field Name | Enumeration | Definition |
---|---|---|---|
1 | LIBOR swap curve | LIBORswapcurve | The LIBOR-based currency swap curve for which the interest rate projections are provided. |
2 | Scenario | Scenario | Identifies the scenario. |
3 | Projection period | Projectionperiod | The period to which the associated projections relate. |
4 | Term | Term | Term/tenor of the interest rate on the yield curve. Note that terms 2m, 4m, 5m, 7m, 8m, 10m and 11m are optional, the rest of the yield curve is mandatory. |
5 | Swap rate | Fixed rate on the swap paying a 3M floating rate (specified in the 'LIBOR swap curve' data item). |