In the Multiple Leg Swap panel, you can manually add and change a total return swap. A total return swap is a contract where one party makes periodic interest payments in exchange for receiving the return on an underlying equity, bond, index, or custom basket of securities from the counterparty. The value of total return swap is determined by the price fluctuations in the underlying assets.
Total return swaps have three security master records. One security master record represents the contract leg. The other two security master records represent the pay leg and the receive leg. The contract provides general information about the deal. The pay and receive legs provide specific payment details. The legs are linked together by a shared Primary Asset ID.
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