FIONA Swap

Note Note

You must define a cash flow type that is assigned to the cash flow indicator retained cash flow .

End of the note.

In the generic transaction hierarchy, you define only one elementary transaction with TFORM 51 (swap). You enter the data for the Swap elementary transaction in two detail screens:

Tab Page	Fields Requiring Entries
Header Information	Term start and end
Cash Flow	Fixed cash flow: the cash flow type must correspond to an interest cash flow, cash flow amount, side and direction under cash flow addition, calculation interval and interest calculation method. Variable cash flow: the cash flow type defined above, nominal amount, reference interest rate and +/- sign, side and direction under cash flow addition, calculation interval (corresponds to interest fixing period) and interest calculation method.

Tab Page

Fields Requiring Entries

Header Information

Term start and end

Cash Flow

Fixed cash flow: the cash flow type must correspond to an interest cash flow, cash flow amount, side and direction under cash flow addition, calculation interval and interest calculation method.

Variable cash flow: the cash flow type defined above, nominal amount, reference interest rate and +/- sign, side and direction under cash flow addition, calculation interval (corresponds to interest fixing period) and interest calculation method.