Create a standard ZAR FRA.

Description

Create a standard ZAR FRA

Example Sheet

ZARFRA.xlsx

Arguments

  • objectName The name of the object to be created.
  • tradeDate The trade date of the FRA. The near and far dates will be calculated from this.(Date)
  • notional The notional of the FRA in rands.
  • rate The fixed rate paid or received.
  • fraCode The fra code, eg ‘3x6’.
  • payFixed Is the fixed rate paid? Enter ‘TRUE’ for yes.(Boolean)