Create a standard ZAR FRA.

Description

Create a standard ZAR FRA

Example Sheet

ZARFRA.xlsx

Arguments

  • objectName The name that this object will be assigned on the map. Should be unique.
  • tradeDate (Date)The trade date of the FRA. The near and far dates will be calculated from this.
  • notional (Double)The notional of the FRA in rands.
  • rate (Double)The fixed rate paid or received.
  • fraCode (String)The FRA code, e.g. ‘3x6’.
  • payFixed (Boolean)Is the fixed rate paid? Enter ‘TRUE’ for yes.
  • jibar *(FloatRateIndex)The float rate index of the FRA.(Default value = ZAR.JIBAR.3M)