IRS_JPY_10Y · JPY 10Y Interest Rate Swap
Rates · Interest rate swap
Overview
JPY 10Y Interest Rate Swap — rates instrument, base currency JPY, tenor 10Y.
Specification
How this instrument is defined
- Pay leg
- FIXED, 6M
- Receive leg
- FLOAT, TONA, 6M
- Clearing
- JSCC
Risk factors
The market variables that move this product
JPY_SWAP_CURVE
TONA
At a glance
- Code
- IRS_JPY_10Y
- Asset class
- Rates
- Type
- Interest rate swap
- Base currency
- JPY
- Tenor
- 10Y
- Exotic
- No
- Status
- Active
Trades referencing this product
No trades have been booked against this product yet.