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- Swap Accrual Method (1184): controls whether accruals are posted to
Income/ExpenseorUnrealizedledger accounts (has no effect on cash or valuation) - Variable Rate Source (3301): specifies the source from which underlying floating rates will be pulled
- If you receive an Expected number of underlying rates not found error, confirm the rates loaded to your underlying index match this source
- Primary Amortization/Accretion Rule (3197): must be straight line (
DEFAULTSL), straight line actual (DEFAULTSLA), or none (DEFAULTNONE)- If it is set to anything else, a security-level amortization/accretion rule must be established specifying one of the three above