In the Generate Swap Reset Schedule panel, you can use Eagle Accounting to add the Coupon/Reset type schedule for a swap. The system identifies the reset dates, fixing dates, valuation dates, and cash payment dates, as appropriate, for the legs of total return swaps. Once the Coupon/Reset schedule is available, the system can use it when you reset the swap using global Reset Total Return Swap process.
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The following are the key fields in the Generate Swap Reset Schedule panel for adding a reset schedule for a leg of a swap.
Option | Tag | Description |
|---|---|---|
Lookup Security | ||
Source Name | 1102 | Specifies the source name. |
Asset ID Type | 1432 | Specifies the cross reference or primary asset identifier type for the security, such as CUSIP, ISIN, and SEDOL. |
Asset ID | 14 | Specifies the identification number of the cross reference or primary asset ID for the security. |
Issue Name | 961 | Specifies the name of the security. |
Processing Security Type | 3931 | Displays the processing security type. |