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For the full process to be successful, an open position in the Currency Swap must exist on or before the pricing date. Most of the required information is looked up automatically. The only required fields that must be provided are:

• Price Type Code (1843) = CCS Leg MV to Contract Price (4) or CCS Leg Price to Contract Price (5)
• Pay Leg Price or MV (7680)
• Receive Leg Price or MV (7681)

You can also provide the critical calculation elements directly instead of having them looked up:

• Pricing Entity ID (7107, V17 R2.38)
• FX Rate for CCS Legs to Contract (7682)
• Pay Leg Notional (7683)
• Receive Leg Notional (7684)

 All six seven fields listed above, plus Pricing Entity ID (7107), are above are stored on the pricing record for audit purposes.