OBJECT

INTERESTRATESWAP

link GraphQL Schema definition

  • type INTERESTRATESWAP implements SWAP, QUOTABLE, ASSET {
  • featureModificationInfos: [FEATUREMODIFICATIONINFO]
  • deletedAt: DateTime
  • # The related account segment for which the Swap contract is agreed.
  • accountSegment: ACCOUNTSEGMENT
  • # Contract that is being replaced by this asset when rolling over
  • rollOver: SWAP
  • # Date types of IRS roll
  • rollConvention: CUSTOMENUMLITERAL
  • swapDirection: SwapDirectionComputationResult
  • assetClassLiteral: AssetClass
  • # Date this IRS starts (Format: e.g. "7Y,6M,5W,4D,3H,2min,1sec", "2M", "1Y,5D")
  • startDatePeriod: Period
  • floatingRateReferenceIndexLeg1: INDEX
  • # The feature "Reconciliation Leg" defines the leg of the swap being used for the
  • # reconciliation.
  • reconciliationLeg: SwapLegs
  • # The agreed nominal value to be paid.
  • nominalLeg2: TIMESERIESMONEYVALUE
  • createdAt: DateTime
  • uuid: UUID
  • # Date on which the principal of a security is due. (Format: e.g.
  • # "7Y,6M,5W,4D,3H,2min,1sec", "2M", "1Y,5D")
  • maturityPeriod: Period
  • # Indicates with which approach the interest is being calculated.
  • dayCountConventionLeg2: CUSTOMENUMLITERAL
  • # The agreed interest rate.
  • fixedRateLeg1: Value
  • updateUser: SUBJECT
  • # The agreed payment dates of the Swap contract.
  • paymentDatesLeg1: [LocalDate]
  • manuallyUpdatedAt: DateTime
  • name: String
  • # The entity status describes in which state the asset is
  • entityStatus: CUSTOMENUMLITERAL
  • id: Long
  • floatingRateReferenceIndexLeg2: INDEX
  • # (Format: e.g. "7Y,6M,5W,4D,3H,2min,1sec", "2M", "1Y,5D")
  • designatedMaturityLeg2: Period
  • # Date this IRS starts
  • startDate: LocalDate
  • # The agreed nominal value to be paid.
  • nominalLeg1: TIMESERIESMONEYVALUE
  • # The currency of the swap contract.
  • currency: CURRENCY
  • # Indicates with which approach the interest is being calculated.
  • dayCountConventionLeg1: CUSTOMENUMLITERAL
  • # Arguments
  • # orderBy: [Not documented]
  • # includeDeleted: [Not documented]
  • corporateActions(orderBy: [OrderBy], includeDeleted: Boolean): [CORPORATEACTION]
  • spread: Value
  • # The counterpart of the Swap contract.
  • counterpart: COUNTERPART
  • deletedBy: SUBJECT
  • tradedOnEeaVenue: Boolean
  • # Frequency which defines the payment dates (Format: e.g.
  • # '7Y,6M,5W,4D,3H,2min,1sec', '2M', '1Y,5D', '1T')
  • paymentFrequencyLeg1: String
  • symbols: [SYMBOL]
  • businessHolidayFixingLeg1: CUSTOMENUMLITERAL
  • verifyUser: SUBJECT
  • # Contract that will replace this asset when rolling over
  • rolledOverBy: SWAP
  • creationUser: SUBJECT
  • # The asset tree types as classified by the CRE
  • #
  • # Arguments
  • # orderBy: [Not documented]
  • # includeDeleted: [Not documented]
  • assetTreeTypes(orderBy: [OrderBy], includeDeleted: Boolean): CUSTOMENUMLITERALListComputationResult
  • # The agreed payment dates of the Swap contract.
  • paymentDatesLeg2: [LocalDate]
  • # Arguments
  • # orderBy: [Not documented]
  • # includeDeleted: [Not documented]
  • assetAtMarketplaces(
  • orderBy: [OrderBy],
  • includeDeleted: Boolean
  • ): [ASSETATMARKETPLACE]
  • businessHolidayFixingLeg2: CUSTOMENUMLITERAL
  • domainClass: DOMAINCLASS
  • # Asset is eligible for MiFID II Transaction Reporting
  • transactionReporting: Boolean
  • # Whether this outstanding cash flow has been booked or not.
  • directionLeg1: SwapDirection
  • updatedAt: DateTime
  • # (Format: e.g. "7Y,6M,5W,4D,3H,2min,1sec", "2M", "1Y,5D")
  • designatedMaturityLeg1: Period
  • manuallyUpdateUser: SUBJECT
  • # Whether this outstanding cash flow has been booked or not.
  • directionLeg2: SwapDirection
  • # Date on which the principal of a security is due.
  • maturity: LocalDate
  • verifiedAt: DateTime
  • # The agreed interest rate.
  • fixedRateLeg2: Value
  • # Mark as template
  • template: Boolean
  • # Frequency which defines the payment dates (Format: e.g.
  • # '7Y,6M,5W,4D,3H,2min,1sec', '2M', '1Y,5D', '1T')
  • paymentFrequencyLeg2: String
  • # Arguments
  • # type: The type of the symbol to retrieve.
  • symbol(type: String!): SYMBOL
  • # The primary symbol (symbol type with the highest priority)
  • primarySymbol: SYMBOL
  • # Arguments
  • # currency: The currency of the quote unit reference asset at
  • # marketplace.
  • reference(currency: String!): ASSETATMARKETPLACE
  • version: Long
  • }

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