Creates a simple FIX vs FLT SWAP object that can be amortised and have stepping up/down margins and coupons.

The swap legs can be in different currencies.

You can specify Quanto features, compounding features or CMS swap indexes within any of the floating legs passed in.

You cannot use this swap object within the Swaption() function (please refer to the Swap() function for this).

You can also specify Exchange of principals (these are optional).

This is needed in the case that the currencies of the two legs are different.

Principal exchanges are entered from the perspective of the FIX leg only.

This function requires the input of a FIX leg object, which must have been produced via a call to one of the following functions : CreateFixedRateLeg(), CreateZeroCouponLeg() or CreateAmortFixLeg(). These functions would have returned a string 'KEY' which is to be passed to the 'FixLeg' parameter of this function.

This function requires the input of a float leg object key, which must have been produced via a call to one of the following functions : CreateFloatLeg(), CreateIALeg(), CreateQLeg(), CreateQIALeg(), CreateAmortIALeg(), CreateAmortQLeg(), CreateAmortQIALeg(), CreateZCFloatLeg(), CreateZCIALeg(), CreateZCQLeg() CreateZCQIALeg() or CreateAmortFloatLeg() functions.

These functions would have returned a string 'KEY' which is to be passed to the 'FloatLeg' parameter of this function.

This function creates an object and returns a string-key value to represent this created object.
The TAG value of the string-key returned (second part of the key) is : "SWPFIXFLT2"

String CTSwaps.Swap2( _
String Key, _
Long Reload, _
String FixLeg, _
String FloatLeg, _
String FXManagerKey, _
CCYEnum ReportPVCcy)

=CT.SWP.Swap2(
Excel String Cell Key,
Excel Numeric Cell Reload,
Excel String Cell FixLeg,
Excel String Cell FloatLeg,
Excel String Cell FXManagerKey,
Excel String Cell ReportPVCcy)

static std::string Swap2(
std::string Key,
long Reload,
std::string FixLeg,
std::string FloatLeg,
std::string FXManagerKey,
CCYEnum ReportPVCcy);

System.String CTSwapsSA.Swap2(
System.String Key,
System.Int32 Reload,
System.String FixLeg,
System.String FloatLeg,
System.String FXManagerKey,
CTIEnums.CCYEnum ReportPVCcy);

The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.